Sounds like maybe your catalyst monitor is in 'not ready' status. You have to drive the vehicle in such a way that the requirements to activate the catalyst monitor are met. (I don't recall the requirements, something like fully warmed up after a cold start, closed loop operation, at a steady 50? mph for so many miles/minutes?, etc.) Also, I ~think~ if you have certain pending codes, they can block the monitor from running.
Try searching on something like 'monitor driving cycle' or some such thing.
See here for the Ford Driving Cycle:
http://www.obdii.com/drivecycleford.html