how do you powered the FM modulator ? do your think work with batttery or the 12v plug or you have 2 wire to plug (usualy red n black for ignition and ground) ??
If its the wire thing verify that the harness is connected properly. the black wire should be connected with the black wire of your ford factory radio gray harness (skin the wired just before the harness to dont have to cut nothing) and the red one should go with the blue with black stripe (ignition)