This is a useful rundown of the types of problems that people have been having with their Mountaineers. Mind you, only the people with bad experiences are posting here but my Mountaineer is starting to have very similar symptoms that match those found in the forums at this link.

I may be looking at about $3,000 to plop in a new transmission. Ohhhhh shit.

2002 Mercury Mountaineer Forum

http://consumerguideauto.howstuffworks.com/2002-to-2005-mercury-mountaineer-6.htm