Re: 02 Mustang Starts then Dies
He's right. Check your fuel filter. Also, you may have a plugged EGR or PCV valve.
Before you go throwing parts at this, I'd strongly recommend you take it to a reputable mechanic and have him diagnose it. You can do the work yourself, but have a professional diagnose the problem- half the time, you'll save money by not guessing at what's wrong.