I just finished helping a neighbor change the transmission fluid and filter in his 2005 Mercury Marquis, using TxGreaseMonkey's Recommended Way to completely change the fluid:

http://www.askmehelpdesk.com/cars-tr...tml#post552241

After pumping the pan empty, we dropped the pan to clean it and change the filter. To my surprise, we found what looked like a "top" in the bottom of the pan. It was about 3/4 inch in diameter, with a stem and O-ring. It turns out Ford plugs the dipstick port in the transmission, during assembly, with this plug. When the dipstick is installed, it knocks the plug out and it remains in the bottom of the pan. Since it's no longer needed, you can dispose of it. Thought I'd pass this information along. By the way, we finished the job by adding 13.5 quarts of Mobil 1 Multi-Vehicle Synthetic ATF. It now shifts as smooth as silk.