is yours a zj, of the next model? if its the square front end, zj model grand Cherokee, and not the round front end of the 2000 style grand Cherokees, then pop the hood of the jeep and the computer is located in front of the passenger, on the firewall. its right up against the firewall and is a big square-ish deal, easily visible. anyways, push dead in the center of it, push towards the passenger seat as hard as you can with your hand and have a friend turn the key. keep pushing and if it starts and stays running, let go an it will probably die as soon as you let go, or shortly after. if it does, its your ecu and its a very common grand Cherokee problem. just go on ebay and get another an you should be good. or you can buy a remanufactured ecu, its up to you.
I have had 2 grand Cherokee and know all about that issue you are having