Hooking up the heating/cooling control.

I'm not sure what you're asking. Are you trying to hook up the control unit on the dash board? If so, you just plug it into the wiring harness. But if you can be more specific, I can help you out.

Well I unhooked the whole dash. Then, when I went to go hook it all back up, I couldn't get the heating/cooling control switch plugged up to the back. I unscrewed the little plastic piece but that metal piece that has teeth and looks like a pole wont fit into the plug. Maybe I am missing a piece???

Or you may have bent one of the prongs (teeth) and it's not allowing you to plug it in.

Make sure you have the right connector and that it's positioned the right way, as they only plug in one way.

Well here is what I did...
I unhooked the temperature control cable from the side of my dash that is right by my gas pedal. I took that into an auto parts store and they said that they dont carry that. I can tell that where I am suppose to hook that temperature control cable into the back of my temperature control switch, it looks like there is something broken off. I need to know what that piece is? I have the cable and all, but the only part that is broken is where you plug the cable to the actual temperature control ****. What is that called and where could I find one without having to go to the Ford dealership?

This is a diagram of what I mean.

There's no need to go to a dealer or even a parts store. Call around to a few junk yards. There's millions of escorts to pick from. Once you locate your year, most likely you'll locate that part.