If you are running the car without an aftermarket tune, but still want to get rid of the skip shift, all you have to do is disconnect the electrical connector going to the skip shift solenoid.
You can see exactly where it is, as shown on the following PDF: Ford Service Manuals - IN-VEHICLE REPAIR
I haven't done this yet, I plan on doing it tomorrow.
Forum member Coyote5.0Ryder HAS done it, and has confirmed that the car will NOT throw a MIL.
When I do this tomorrow, I will take pictures showing the connector that must be unplugged.