According to my Hayne's manual for "2001 and later models" the electronic
shift control module is behind the passenger kick panel.  Supposedly you
should get an error code for it.  On the early Exploders the module was in
the back where the jack goes and supposedly there is a reset button but I've
never needed to push it.  I don't know if there is a reset button on the
newer ones.

Yea, those danged Explorers can be a real PITA.  I have three of them and
I've thinking of getting another one.  Outside of replacing the transmission
so far I've been able to fix just about everything else myself.  For me the
hard part is usually figuring out what's wrong with it.  If you get the 4.0
OHV engine these things are generally very durable and repairable.  Right
now I have a 4WD problem on my '97 that's a mystery.  I do, however, expect
to find the problem and fix it for not too much money.

mine did that .i unplugged the connections near the trans and cleaned
,put dielectic on them and it worked then.

http://www.minibite.com/america/malone.htm