what would cause the expedition to just quit moving but engine running fine

thanks pushrod i really appreciate it. I dont know what to look for this is my 1st 4x4 just got it 2 months ago. It has something to do with that. What do I look for? I can I tell if I get under there? should I have transmission shop come get it? If the transfer case shifted into nuetral its not as bad as needing a transmisssion right? Is this something I can do myself with a haynes manual? Or should I not try tackle this? I am grateful for your expert advice from a master mechanic

Try shifting into 4 wheel drive high range to see if it will engage and go into drive gear.. Post the results for more info. .. Let me know if you need more help at all on this matter!!