I don't like replacing fuel caps or radiator caps. It seems like the replacement are never quite right. I'm curious, did you try a Ford dealer for the replacement?
I know you already replaced your cap, but for others who might be in the same boat. Anytime I have to deal with a non tethered cap I place the cap on the fuel pump at the station. At least that way if I forget it there is a chance it's still there when I come back. Or at the very least it won't have fallen off and been run over in traffic. :)