If you have a 1995-2003 with factory power locks then you should be able to enable/add this feature.
The 1995-2000 RAPS (Remote Anti Theft Module) and the 2001-2003 CSM (Central Security Module) are used in other vehicles Explorers and Sport Tracs and have a feature called Auto Lock. When you put your truck into drive and release the brake it automatically locks the vehicle.
Since your truck uses the same module, why can't you? Well it's not enabled from factory and you have to add two wires (one for brake signal and one for reverse signal). The logic is that the brake signal has to be active (12V) and the reverse signal has to go from open circuit to 12V (reverse) and then back to open circuit. Once the brake is released (grounds out the brake signal) the vehicle will lock.
To test to see if your RAPS/CSM can enable this feature follow the steps below:
Put the key in the ignition and turn it to on.
Press the Unlock button three times.
Turn the ignition off.
Press the Unlock button three more times.
Turn the ignition back to on.
The horn should beep once. This tells you that you’re now in programming mode.
Press the Unlock button, then press Lock again. The horn will beep once to tell you that Auto Lock was deactivated. It will beep twice if you’re reactivating the system.
Turn the ignition back to off and listen for the horn to beep one time confirming that the programming was accepted.
If this works out your next step is obtain two terminals from a junkyard RAPS/CSM pigtail. You need to get them from the 26 pin connector (larger one).
Next locate the RAPS/CSM in your truck:
Here is what it looks like:
1995-1999: rear of cab behind trim panels near floor
2000: RH kick panel
2001-2003: Behind passenger airbag.
Next remove the 26 pin (larger connector) and add terminals/wires to pins 12 (reverse signal) and pin 26 (brake pedal switch).
Pin 12 needs to connect to your reverse signal. Reverse is switched the neutral safety switch and goes through the engine harness, engine bay harness, dash harness, cab harness, bed harness. You can grab this signal anywhere along this path.
Pin 26 needs to go to the brake pedal position switch SIGNAL side. Only the signal side generates the ground signal when not depressed. See the picture below. The other output of the brake switch is for the brake lights only.
Note: this dual switch brake pedal switch was introduced in 1998. In 1995-1997 they just had a simple 2 wire switch (no ground when brake not depressed). I don't know if this will work on a 1995-1997 without adding a double pole relay where when energized gives a positive output and when de-energized gives a ground signal.