I had the same problem at about 25K miles on my 01 cougar. Dealer changed the sampling tubes and the DPFE sensor under warranty. My CEL came back recently for the same problem (65K miles) and I know I'll have to change it at my expense this time.
Interesting fact: I received a letter from Ford Canada last week explaining that the DPFE sensor now had an 25K miles extra coverage, that this piece has now been re-designed. Unfortunately for me, I have too much mileage to have it replaced under this warranty program. But it is good to know that Ford acknowledge that they have a problem with this piece.
In conclusion, I would say to change your DPFE sensor for a new one, and make sure you order the upgraded version.
Good luck and let us know the outcome!
