oil cooler?!help

[DonF350]

So the other day i checked my fuilds and my oil was clean as normal and full and my coolent always looked a lil dirty but when i changed it three years ago ive never had to add any.. it never overheats. but anyways i dipped my finger in it and it felt oily. so i freaked thinkin headgasket but i thought about how the coolent isnt in the oil pan and just a lil oilly coolent i was told could of been in there from something else but someone told me it could be my oil cooler...what am i getting into here? its a 96 f350 7.3 with 204k...i really could use all the help i can get. it doesnt smoke when i drive it..just a lil when it starts but i kinda thought it was common for diesels to puff a lil in the morning.

[ianstew]

look here: Oil Cooler O-ring replacement R and R - PowerStrokeNation

and here : Replacement O-rings for Ford Diesel Engines

and here: Replacement O-rings for Ford Diesel Engines