I have a 1996 Ford Windstar with a 3.8L engine that is computer controlled.  I
want to put a supercharger on it to increase the horsepower and would
like to know what if any headaches I'll be in for when I do this. 
From what I've seen on television, adding a supercharger is the most
computer-friendly way of adding performance to a late-model vehicle
with an ECU/computer controlled engine.  The supercharger is off a
1990 Ford Thunderbird SuperCoupe.  Would my computer/ECU
need to be reprogrammed?  Because the only ECU that one company will
reprogram has the code FXL1.  I already plan on adding larger
injectors and a larger, higher-pressure, fuel pump, and only want to
run no more than 10 psi of boost. I realize I'll need to use higher
octane gasoline along with maybe one step cooler spark plugs.  I'm all
ready to have the manifold custom made along with the plumbing for my
inner cooler. Thanks.

Ford's 3.8l V6 puts out about 200hp with the computer controlled split
port design introduced in 1996. Changing the way this thing breathes
would probably be impossible because it relies so much on the
computer.

Even if you can overcome the respiration problem, your fuel cost from
consumption and the higher octane would be a nasty hit to the wallet.
Why not sell the van and take that money and the cash you would put
into the mods and buy a newish, peppy soccer-boxer?

There are many headaches you will run into.  Every forced induction
car project is like that though, and that why every car does not have
a turbo or supercharger.  However for your ECU problem -- for that
specific supercharger -- I would recomend installing an aftermarket
piggyback ECU.  These devices will tap inot your current wiring loom
via hardwire installation.  You will then be able to control what
signal is being sent to the engine, and intercept sensor signals from
the engine.  The only problem is you will need a very exact wiring
diagram, some time to splice the wires an air/fuel ratio monitor as
well as an O2 monitor.  Then you will need to spend alot of time
tuning the car in order to make sure you are getting enough fuel to
the engine. (you can reference all this info in "Car Hacks and Mods
for Dummies" or most online automotive enthusiast forums who are
performance oriented.  I personally recommend the GReddy E-Manage
Ultimate, http://www.sportcompactonly.com/product.aspx?p=101170&c=23&l=2
and www.greddy.com.  You may also want to find some more information
out about the Supercharged 3.8L V6 in Thunderbird, you may be able to
do an ECU swap onto your Windstar, since Ford reuses the same engine
over and over.  I also found this, it may be of some interest to you:
http://www.edmunds.com/insideline/do/Drives/FullTests/articleId=44288
and http://www.kennybrown.com/.  My best advice though is to find a
Ford peroformance forum, might start here:
http://www.big-boards.com/kw/car-performance/f/.  I would even
consider doing a total engine swap from the Supercoupe, or even the
engine of the SHO Tarus -- it's Yamaha designed engine is still
something to fear.  In conlcuscion, I would recomend a Piggyback ECU,
it will get the job done quickly, can be turned off, turned to YOUR
specifications by you and can be removed from the van if need be.  As
for headaches, you seem to have them all covered in your post except
for the ECU and the install, many will not show up until you put this
van together.  Best of luck.  I hope this helps.