Hello and welcome to Just Answer. My name is James.
For your 2002, take a look at the following illustration...
I believe you are looking at item 6, which is simply the fuel pulse damper. This will have no effect on retaining fuel pressure after the engine is shut off. The anti-drain back function is built into the fuel pump.
We had a huge batch of bad fuel pumps for early focus models over the last year or so. Please read the following service message and see if you can make sure the newer part number was used, if a factory pump was installed.
The way to know for sure is to monitor fuel pressure either with a mechanical guage, or with a scan tool capable of reading live sensor data, monitoring the FRP value. You want to see at least 55 psi with the key on and the pressure should not drop after the pump turns off.
If you see fuel pressure dropping once the pump turns off, the pump will need to be replaced again. Even with the newer part number, this is a well known problem in the Ford circles. I actually had one myself which had 7 pumps replaced over the course of a year.