Let's hope you've got a manual transmission Sport Trac. If you do, you're good to go, as is.
I'm not sure the neutral lockout kit for the automatic applies to that model. Motorhome Magazine's dinghy towing guide is well-researched, but the online versions don't go back to 2001. I THINK the 2002 Sport Trac is mechanically the same, but I don't know for sure. Ask your dealer. MH Mag says the kit only applies to the Explorer, presumably because it has electronic shift on the fly with an "auto" mode.
Apologies to Mr. S, who I normally agree with, but I sure don't like the driveshaft disconnect system, and I've seen this same one sold for many years. Driveshafts need to be carefully balanced to keep vibrations out of the cabin. I can't abide hacking them apart and adding some cable operated linkage to them.