No, that is for OBD1 systems only, yours is the later OBD2 system and does not have that option. The diagnostic port for your truck should be, I think, beside the ash tray whereas the older system had it under the hood on the drivers side inner fender.
One option would be to buy a code reader so that you could check any current or future trans or engine codes yourself.
The guys on the Power Stroke page could advise on the best one to buy.