Previous owner already had it replaced on mine. Here's the part number for the '01 DPFE sensor 2M5Z-9J460-AA and they charged her $72.20 for it. Due to the known problems, encountered by F150 owners, with aftermarket DPFE's you'd be better off going OEM/Motorcraft.
BTW, here's the Motorcraft site. Just enter your VIN and it'll give you a list of all MC parts for your vehicle. That 2M5Z #number is not listed on the Motorcraft list since it seems to be an update kit.
Model Year Vehicle Line Engine Part
2001 Econoline 4.6L SOHC 2M5Z-9J460-AA (Kit)
2001-2002 Escape 3.0L DOHC 2M5Z-9J460-AA (Kit)
2001-2002 Expedition 4.6L SOHC 2M5Z-9J460-AA (Kit)
2001-2002 Explorer Sport 4.0L SOHC 2M5Z-9J460-AA (Kit)
2001-2002 Explorer Sport Trac 4.0L SOHC 2M5Z-9J460-AA (Kit)
2001 Explorer USPS 4.0L SOHC 2M5Z-9J460-AA (Kit)
2001-2002 Focus 2.0L Zetec 2M5Z-9J460-AA (Kit)
2001-2002 F-Series 4.6L SOHC 2M5Z-9J460-AA (Kit)
2001-2002 Ranger 4.0L SOHC 2M5Z-9J460-AA (Kit)
2001-2002 Taurus/Sable 3.0L OHV and FFV 2M5Z-9J460-AA (Kit)
2001-2002 Windstar 3.8L OHV 2M5Z-9J460-AA (Kit)
FYI.
This notice is in regards to PROGRAM 02M01 and TSB 04-03-01
As everyone knows the DPFE sensors necessary to perform program 02M01 or TSB 04-03-01 has changed numerous times in the last year. As of April 1st , 2004 the F21Z-9J460-AA has been obsolete and should be returned to FOMOCO, discontinue the use of this sensor, Ford will no longer pay for repairs with the improper sensors charged out on them. Please refer to the published Program and/or TSB for correct part numbers (2M5Z-9J460-AA or 4U7Z-9J460-AA) per application. Any repair orders received with the obsolete parts charged out on them will be returned to the dealer with a copy of this notice and a yellow note informing dealer to get customer back into service and install the correct parts.