1999 Ford f350 super duty, powerstroke diesel, won't shift into overdrive?

Hi, I purchased a 1999 F350 Super Duty, 7.3L Powerstroke. It had no transmission in it. I bought a used transmission, I was told that it worked fine. I didn't want to chance it, so I had it rebuilt. I put it in a while ago, but never drove it, because I had to replace the water pump. I replaced it, this weekend, and took it out on the road for the first time. It shifted into 2nd gear fine, then into 3rd, but it will not shift into overdrive. Also when I manually shift it, it starts out in first, then I move the shifter into 2nd, it shifts into 2nd, but it also shifts into 3rd when the shifter is still in 2nd. Please let me know if you guys have any ideas. The OD button on the shift lever also seems to work, the off light comes on when I push it, and turns off when I push it again. It doesn't blink at any point.

What is the average MPG the 2001-2003 Ford F-250's get now a days?

I'm going to get a 2001-03 ford f-250 diesel v8 for my first vehicle in a few months. And i'm also thinking about moving out of my parents house and i'm trying to figure out what MPG the truck will get to figure out what I will spend a week (i'm trying to figure what i'm going to spend weekly and monthly on bills that includes fuel) I know the MPG is different for trucks (even the same kind) and it varys between MOD's put on the truck and the driver. So what are you guys getting mpg wise on your 01-03 for f250's? Later I will add dual stacks and an 8inch lift and maybe a tuner. But that's a few months after I get it(anyone know what mpg it will get with those mod's?) anyway. Lets say I drive normal (not reckless and that fast) and I buy the truck with an already 6inch lift and mud tires? What MPG will I get? And what will be the cost per week driving this truck? If I drive it every day?