I'm trying to get ECUFlash to hook up with my 02WRX and when trying to connect I get a No Kernel found error. How do I get around this?

Read this:
http://www.scoobypedia.co.uk/index.php/Knowledge/EnginuityAndReflashingFAQ#toc11

and the next question has troubleshooting steps.

Possible issues:
1. You are not in test mode (green connectors under driver's side dash)
2. You are not using a tactrix cable.
3. Your ECU has been flashed by Ecutek
4. You do not have the ignition turned on (engine off)
5. Don't turn the ignition on until prompted to do so and when you do, immediately hit OK to start reading. Do not wait or read will fail.
6. You have driver issue due to installing a newer version of Ecuflash over an older one.

I got it now, it was your number 5. We already had the ignition on when we started the program but we followed your advice and now its good to go. Thanks man