I have to say that I am suprised to hear that you are having this much of a change in the MPG when you haul. I have hauled 18,000+lbs of wieght down the hwy at 80MPG and not done that bad. I guess that you could consider that mine was a goosneck though. But still, that seems very extreme to me.
The chip should help, but yes, as the others have stated- get gauges or you'll lose the tranny! One sad-but-true fact is that the trannys just can not hold up to the engines. I would also recommend that you put and intake (preferably AFE) in your truck as I have seen how inefficien those stock intake filter systems are. This allows your truck to breath better, but most importantly it keeps your engine from getting dusted. You would be amazed at how easy it can happen with those ford installed systems.
Good luck to you and let us know what you decide and how it helps!