What kind of transmission do you have? I ran into that Saturday on mine (2740), but it had popped out of gear (shuttle shift and my legs are long). I panicked at 1st because I have only owned it for a month or so.
I have a 5740C Montana it has 16 forward and 16 Reverse. The way u explain the problem, I feel the problem is either a result of shifting linkage, or the low or high range is not selected.
The problem could as well be the FORWARD & REVERSE lever needs a little suppleness when asking it to go F or R. I would also use lube oil on the linkage. If these ideas do not solve the the problem. Then I would look into the more costly fixes. They would be either the clutch or the forks in the transmission that select the gear is not functional. Their is a fork for each lever which is used to select any of the 16 forward or reverse as well as low or high ranges. This happens to me once and awhile and its just that I have not selected a gear properly and it is jambed or just in neutral. Hopefully its the cheap fix and not the tranny or the clutch. Good luck!