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your key contains an RFID chip that interfaces with the ignition switch. Or it is supposed to. Try another key (one with a black plastic surround on the body, not a key with bare metal), or you can order a new key from a ford dealer.
there may be a way to disable the anti-theft system, I know there is on GM's stupid VATS keys. Check in the Modified 2002-2005 subforum and the stock 2002-2005 subforum.