Your clutch has a hydraulic master cylinder and slave cylinder. These will go out on occasion. Check Your Clutch Fluid. Is it Low?
The fact that you can shift when your engine is off DEFINITELY makes it a clutch issue. This is how I check out a clutch/transmission problem. If the trans shifts fine with the engine off but has problems with the engine on, then the clutch is the problem. It could be a hydraulic problem or a mechanical problem. If you have the clutch replaced, ALWAYS replace the clutch slave cylinder in side the bell housing on a Ranger. I used to work at Ford Dealerships as a transmission tech and the slave cylinders always fail/will fail and need to be replaced with a Ranger clutch job. Best of Luck!