I had a similar problem in my expedition. I bought one of those cd lens cleaners with the little brushes on it. I used it a couple of times. Then, the tricky part, very gently vacuum the bottom iside parts of the player. GENTLY, is the operative here because you use too strong a vacuum, could pull some parts loose, then you are definitely screwed. After that, make sure the cd's are clean, no smudges or scratches, the Fomoco cd player is sensitive to that kind of cd.
The first cd I played in my new '02 L started skipping. I found a small smudge on it, cleaned it and been fine since then.
Long winded, sorry.
The last thing is to get another cd holder because when it is in the player, it is what pushes the microswitch to tell the player that something is loaded. If all this fails, either Ford or a new player.
BTW, while it was in for service, maybe some moron switched his bad player for yours, just a thought. Hard to trust what goes on i your vehicle when you are not around.