YES! Hell yes... believe me, I have done this swap 4 times, and converted from mtx-atx twice... ALWAYS get the correct harness, ecu and pats key chip and you wont have any hassles.
Its a pain to try and trace down what wires do what in 99-02 cougars... the how to was written for an early 99 return style cougar, which has the same wiring as what is in the how-to... every year after that has different wiring schemes in the main engine harness, and you would need the wiring shop schematics for your year cougar to tap the correct wires, or find the right resistor to work with the Tach, etc...
So much easier to swap in the right main harness and ecu, and swap out the PATS key chip...