Found this on another thread in the F150 forum:
For the after-market head rest DVD players you get from Amazon, Best Buy, etc. you just install the headrest monitors, run the wires down through the holes where the headrest poles install, and hook up the wires to a cigarette lighter adapter (12V). Then you have options to link the two monitors together to watch the same DVD, or you can keep separate with 2 different DVD players.
The seat covers on the back of the front seats have 3 J clips under the seats. There are 2 holes in the bottom of the seat where you can run the wires from the headrest. Take a look at Page 6 of the PDF link above.