Has the CEL cleared? Was this the first time it happened? If not you may want to go back to dealer with this TSB number.
Make : JEEP Model : WRANGLER Year : 2006
Manufacturer : DAIMLERCHRYSLER CORPORATION
Service Bulletin Number : 1400106 Date of Bulletin : JAN 21, 2006
NHTSA Item Number : 10019243
Component : FUEL SYSTEM, OTHER
LOOSE FUEL CAP MESSAGE OR MALFUNCTION INDICATOR LAMP ILLUMINATION FOR DIAGNOSTIC TROUBLE CODE P0457 - EVAP SYSTEM - LOOSE FUEL CAP. *TT
My 03 just threw the same code a month ago. But instead, of the odometer button key trick, i rotated the key on-off, on-off, on-off, on, and the jeep showed the same code you have described. i went to the station, put some gas in the jeep and made sure the cap was on tight, started it back up and no more error code. (i went to autozone with the code and they printed out what it could be, therefore i knew it was the gas cap issue)
For one, you were doing the wrong procedure for getting an error code...
Turning the ignition on-off-on-off-on rapidly will cause any fault codes will display in the odometer (if none, will read 'done').
Depressing odometer reset button while turning on the ignition will initiate the instrument cluster checklist sequence. It has nothing to do with OBD codes, but it is pretty entertaining to watch!
By the way, did you replace the stock cap with a locking one? If so, and you didn't get the right cap (don't buy a generic locking cap, there is a specific one needed but you can get it at most auto parts stores), it will cause the code to throw. Trust me, I learned this the hard way...