Your not alone. My Cougar never came with a knock sensor either. Most of them did but for some reason mine didn't. Doesn't have a connector for it in the wire harness either. According to Ford every single Cougar should have one. I'm not sure how mine got missed then.

1999 3.0L Cougar: 220fwhp and 200tq 2003 VW Passat W8 with 4 Motion AWD http://www.cardomain.com/ride/300644 PM for intrest in 3L SVT Contours, 3L swaps into your current car, Prepped 3L engines, or anything 3L related.