ok - I'm a little confused - the 01/02 Cobra didn't have Bilstein shocks on it when produced or sold here, they were "just" Ford shocks.
Bilsteins are blue and yellow - I have them on my car, they were factory fitted in 2003/2004 to Cobra's in the US and not on the Australian cars.
If you have blue/yellow Bilsteins and want to try original shocks, I think I have my old shocks (the rears at least) that you can try to see if that softens the ride.
Has your car been lowered? If so, then that will probably define why its harsh as there is little travel left to soak up the bumps.