Transmission 05 E-250

I'm not completely certain which transmission you have, but I think it's the 4 speed automatic 4R70W. It was most common with your engine size. The first thing I would do is verify proper operation of the transmission range (TR) sensor. The TR sensor will tell the engine processor and transmission which gear you have selected. In error, it could select "neutal" and then command the transmission to do just that, go into neutral. The second thing - check for codes. Any failure codes? Gear ratio error codes? Excessive slippage detected codes? Shift solenoid codes? The last thing - monitor driving using a diagnostic tool with all the appropriate parameters to find out what component is not operating as desired. Good luck!