Engine Coolant

Sounds like you have air trapped in the system. Let the car sit, take off the cap on the metal coolant crossover tube between the heads, fill up the coolant through there. Screw in the crossover tube cap then keep the cap off coolant reservoir. Turn the car on and then turn on the heat so you will know when the thermostat opens. Sometimes they can be a pain trying to get all the air out of the cooling system.

The coolant resevoir cap leaks? If so, chances are good that it's simply a bad cap - a few other 99 & 01 owners have experienced the same problem.

BTW - Yes, adding to the coolant system via the coolant crossover tube is the proper way to refill.