You actually need 2 cords if you don't want to do any splicing. One is the cable that leads from the CD unit to the cassette player (some call it the DIN cable). The other is a Y-shaped cable that plugs into the long, flat gray connector in your dash. The other 2 ends plug into the cassette and CD for power. A red plug goes into the CD player and a long flat gray plug goes into the cassette where you pulled the one from it to plug the Y to. It's sorta like a piggyback cable. The Ford part numbers for the Taurus specific cables are:
"DIN" cable: F2DF-14588-AA
the piggyback cable: F2DB-19A170-EB
You can also use the cables from any JBL or Premium Sound equipped car that had a CD player such as the Sable or a Lincoln. Also the cables from some Mustang Mach Audio systems should work. The earlier ones like the Mach 460 plug right in but you can also use ones that are 97-up 7xx or 10xx but you will have to splice.