THe '03 does have a vacuum pump. Its electric, very small, and located underhood on the passenger side of the truck. Interestingly, it is the SAME one Ford uses on the PSD-powered vehicles. Same electrical connector and everything. This pump, however, is very weak and cannot handle an exhaust brake. Thats why you have to install a more powerful unit when installing a brake on a Ford. Same will prove true on the '03 Ram.
I plan on going with an air-operated exhaust brake on my '04, which I'll be ordering as soon as they become available. Air-operated brakes seem to work better in most conditions, and typically have fewer problems. Plus, you get to have a readily available supply of air for various things, too! :-D