Being a Protege it's similar to an Escort, so I won't smack your hand for posting on
a Ford group ;)
 The problem is in the shift interlock. It's a solenoid and linkage on the shifter
that is controlled by the brake lamp switch. Usually this symptom points to a problem
with the brake lamp switch, BUT, I had a lot of experience with these cars some years
ago. They do not like sugary drinks spilled into the shifter mechanism. It will goop
up the interlock linkage every time. Soda pop, coffee, sports drinks etc. runs right
down into the shifter if dribbled or spilled. It mixes with the lubricant and forms
sticky "goo". When warm, the goo thins slightly and the interlock mechanism will work.
When cool, the goo prevents it from moving.
 When you step lightly on the brake with the key on, you will hear a faint click
from the shifter area. Put your ear right down by the console. This indicates the
interlock is trying to work. To check for goo, I recall that you need to remove the
center console first. I don't think the selector housing will come off first. Solvents
won't cut the sticky stuff, soap and water works best. I used to remove the entire
shifter and scrub it in the mop sink with a brush and Dawn dish soap. Remove the
interlock solenoid first and clean it separately so water doesn't get in.