I don't believe your truck has a Catalytic COnverter. The Reason I say that is my 2002 F-250 did not have one on it from the factory. One thing I would recommend if you are unable to afford the nice 4 inch or 5 inch exhaust system is go to a local muffler shop and have them remove your muffler and put a straight pipe in place of it. I gained about 1 to 2 miles per gallon by doing that and it only cost 40 dollars at the shop I went to. I don't know the laws for the state you live in but right now in Michigan Diesel trucks are not regulated for emssions. Also I would invest in a good aftermarket intake system. That also helped me gain the 1-2 miles per gallon with highway driving. As for the loud roar I aggree with Marc and have to say it was your fan clutch. I would not guess that you have a problem with it but. Once inawhile my fan clutch will lock up and you can really hear that fan pulling air through the raditor. I also concurr with the other guys on the fuel filter/ fuel quality as well because I have noticed some brands of diesel fuel give me better fuel mileage then others.
