Yes.... It is a PATS (Passive Anti Theft System) thing. The transponder chip in your key, the PCM, and the instrument cluster are all "married". Changing any one of those 3 things requires PATS be reprogrammed.
Depending on the reason why you changed clusters - I'll assume it was a cosmetic upgrade; the smart thing to do in that situation is to swap the circuit board of your old cluster on to the new cluster. Doing so will avoid any issues. If you did this swap due to a somehow damaged cluster and the old board is no longer useable then you are stuck getting PATS reprogrammed.
So far as I am aware, the only way to have the system reprogrammed would be to get your car towed to a Ford dealer. They will charge 1hr labor at whatever the shop rate (figure about $100). However, before doing so I would hit the phone book and call a couple local mobile locksmiths, as they may also be able to do it for you.