I have the same issue all the time and i looked it up and this what i think is the answer. Ford calls it the Auto-Lock Feature...i'm not 100% sure but i think it locks all the doors when you put the tranny in DRIVE. I think if you turn this feature off, you're doors will be open unless you lock them manually or hit the power lock button. (if that makes sense.) someone else jump in if I'm wrong, but if not, here is the procedure:
1.Start in the truck with all doors closed and the key turned off.
2. Put the switch in the on position and press the door unlock button 3 times.
3. Put the switch in the off position and press the door unlock button 3 times.
4. Put the switch in the on position, you should hear a quick note from your horn.
4. Press the door unlock button 1 time then press the door lock button 1 time.
5. You should hear a short note from your horn indicating that the auto-lock system is disabled. If you hear a short note then a longer note from the horn then the auto-lock system has just been enabled.
6. Turn the switch to the off position. You will hear a short note from the horn to let you know that the system has been changed.
***These steps should be done within 30 seconds in order to properly activate or deactivate the feature.[/I]"