buy a chiltons guide for that car. I just bought one today and it has good info. it might cost you 20 bucks. Or try down loading the owners manual from ford.com
Most likely it is the VSS. Vehicle Speed Sensor. Have it checked out at your local garage or buy a new one and do it yourself. Although a computer check would be preferable first to obtain any codes.
Buy a flush kit at auto parts store and follow instructions
Do a Google search for it or buy a repair manual.
Sorry I had to edit someone else's answer since it was wrong. The alternators in the 1999-2001 Cougars a notorious for going bad. There is a fix that Ford recommends that will stop the dimming of your dash and headlights but if that doesn't happen in your car consider yourself lucky. Now as far as the alt going bad make sure you buy one with a lifetime guarantee. There is NOTHING you can do to stop them from going bad. the cheap ones tend to go out a lot. the ford one last a lot longer. make sure there is no oil leaking, it shorts them out!!!!
if you are trying to install the factory stereo to it...it should be the same plug...if you are trying to install the stereo for a cougar on a different car you need to buy the plug for that stereo and then a harness for the other car...
it depends on what size tires and then it also depends on where you buy them at. wal mart would be your cheapest bet
Buy a Haynes/Chilton manual at any auto parts store for 20 dollars. If you don't know how to remove them, you probably will not get them back on correctly.
www.dashzracing.com
You need a 7 m Allen key for that year Cougar. -Of course that key is not commonly in Allen sets, so be prepared to buy one on it's own at a good tool store.
www.dashzracing.com
This is as complex procedure. I suggest you buy a repair manual if it is not obvious to you, and you don't have experience.