That is an up-pipe leak and will easily cause the symptoms you describe. The problem is due to 'donut' seals where the up-pipes go into the collector.

You likely sucked up a french fry or a chicken wing causing this to happen. Its a hazard of running WVO...

Your options are:

Replace the donuts with new ones and possibly have a muffler shop flare the tubes to make a tight seal on the new donuts.

Replace the up-pipes and donuts with OE parts. (item #12)

2000 FORD F-250 SUPER DUTY Parts - Tousley Ford Parts Depot

Upgrade to bellowed up-pipes:

Riffraff Diesel: International Bellowed Up-pipe Kit 99.5-03

Some have reported issues with these, but a lifetime warranty and 1/2 the price of the Int'l parts above might make it worth trying to you. Google around for best price:

Dorman Products - 679-005