All F-250s / F-350s and F-450s are Super Duty as of the 1999 model year. Before that the Super Duty name plate appeared on Ford’s F-450 line as “F-Super Duty” – this is no longer used. All Ford trucks are known as "F-250 Super Duty" / "F-350 Super Duty" or "F-450 Super Duty" depending on their mechanical setup. The new 2008 models (which I think are ugly) have SUPER DUTY stamped on the top of the grille)

As for the Super Duty name itself? It signifies that the truck is not light-duty but rather heavy-duty in nature. The name was given to the vehicle by Ford to announce that the truck (which was All-New machine for the 1999 model year) was far more capable than the ones it replaced.