Carlos,
I had almost the exact same symptoms on my 06 GT. I bought it in Sept 05 and in Dec 05 I encountered the problem. My rattle started at 2500 and only when cold. In the winter time, it sounded like a loose bolt rattling against thin sheet metal, or wicked evil pinging!
The dealer tried a 'loose
trans mount bolts TSB' but that didn't fix it. After letting their tech drive it home over night, they finally heard it. After working with Ford engineers, they determined that the plate between the block and
trans bell housing that holds the starter was hitting the flywheel. Ford recommended they cut a piece out of that plate.
I don't know the details of where or how much they cut, but it did fix the problem.
The dealer was Sansone Ford near Eatontown, NJ. Hope this helps!
-R