There are quite a few sizes and types of u-joints, you need the ones that fit that particular axle.
The ones that fit the front axles on the Explorer are size "1310" u-joints, but they are a particular type of 1310 joint that has the retainer "c-clips" on the inside of the yoke.
They look like this:
You can get inexpensive ones at most auto parts stores, or you can buy online for an even better deal. You may even want to buy u-joints for the driveshafts and replace those, either at the same time as the front axle work or later on.
Spicer u-joints (made by Dana corporation) are some of the best and are what come stock on the vehicle. They are a little expensive at ~$20-25/ea but are high quality and strong. If you don't plan on doing a lot of hard off-roading, you can go with less expensive u-joints from a brand name, either Neapco, Moog, SKF, etc.
Rockauto sells the u-joints as well:
http://www.rockauto.com/catalog/x,carcode,1119620,parttype,2392,a,Ad+Code+www.google.com+
There are also non-greasable and greasable u-joints. Greasable have a zerk fitting to push grease into the joint with a grease gun. Non-greasable are pre-greased from the factory and usually don't need more grease when installing. Non-greasable are stronger and generally are good for 100,000-200,000+ miles if you install them right. Greasable are only good if you do a lot of mudding or go in deep water and want to re-grease the u-joints after a run to make them last longer.