I take it that it is newer than 98 and a DPO transmission. If so you have probably got a broken band. To verify this, hold the shift lever between drive and 2 for a few seconds it should put you in failsafe, 3rd gear. Letting the lever go back to the normal position will lose drive again. Once over 30mph on light throttle it will be able to release the lever and will go on to 4th gear. It is difficult to do this and drive so get a passenger to do it or disconnect the gearbox computer (3rd) . Do not do this in Park due to shiftlock. The trans will have to be removed maincase split and pump removed to gain access to the band. The broken part may have damaged the drum.
