Looking to see if AutoZone had MOTORCRAFT (or any) sensors returned this:

EGR Valve Pressure Sensor
We're sorry, but there are no results in this parts category for your 2002 Ford Truck Explorer 4WD 4.6L EFI .

Buy ONLY Motorcraft DPFE Sensors which would be:
DPFE4 EGR Pressure Sensor Ford # 4U7E-9J460AA

You can look up your MOTORCRAFT parts here:
http://www.motorcraft.com/default.asp?T=3&PageID=0

or from one of the vendors here on FTE:

Silver State Ford Parts Genuine Ford Truck Parts Lincoln Mercury Parts OEM Ford Parts and Accessories
Description Year MSRP Price Core Price Your Price
Pressure sensor 02-03 $76.40 $40.67

Th!nk Parts Guy
Description Year MSRP Price Core Price Your Price
Pressure sensor 02-03 $76.40 $41.26