I was reluctant to dive into this, because I have no experience with this yet, but, since no one else has responded... ...
Yes, two harnesses will be required for the sport lights. When you order them, if your truck is a 98. 5 or newer, ask if they are compatible with 'switched ground' headlight systems. If they say "huh?", then be prepared to do your own electrical diagnostic work. I sent them an email yesterday, but as of this moment, they haven't responded. From the looks of the website, they would prefer that you not bother them with questions, but call APC (American Products Company, the alleged manufacturer) directly, and on your own nickel. (909)898-9840. Whenever I see a company name like that, I automatically think "Made in China". But I digress.
After looking at the illustration on the Coolbulbs site, it's my belief that the harness is designed to get its main power directly from the battery, and it has a socket that attaches to one of the vehicle's headlight plugs to activate the relays. That's not an issue, but I don't think it is going to be 'plug and play' with the PCM (relay) box on the truck.
Good luck, Tim, and please let us know how you make out with it!
Tom