You have to have the factory code in order to set your own code. You enter factory code, push the 1-2 button, then the 5 digits you want as a second code.
A shop that has a scanner capable of accessing the system can pull out the code electronically. Of course a Ford dealer can do this, they will usually charge $50-100.
It should be located on the RAP module which would be behind the quarter trim panel on the driver's side. Click on blue links for more info.