Sounds like the "shift lock actuator". It's a common Ford/Lincoln problem. It's basically a safety device to ensure the car is turned on and your foot is on the brake b/4 you can place the car into gear. Here is a gr8 piece describing the problem
is a problem with the Shift Interlock System and not the transmission.
Bet you're glad to hear that. The Shift Interlock System requires the
key to be in the "RUN" position and the brake pedal depressed in order
to shift out of "PARK". This is to prevent possible vehicle runaway.
a couple of possibilities here. The first is the Brake Pedal Position
(BPP) switch. You can usually tell if this is bad if you have no brake
lights at all. Another possibility is a bad Shift Lock Actuator or
Shift lock solenoid, located under the console.
First thing to do is check fuses 28 and 32 in the fuse box, if you haven't already done so, and make sure they are good.
the BPP switch, check for power at the light green/red and light green
wires with a test light with the key in the "RUN" position and the
brake pedal depressed. If you have power there, then check for power at
the light green wire at the Shift Lock Actuator.
have power at the light green wire at the Shift Lock Actuator, ground
the black wire. If you hear a click, then you have a bad ground and it
needs to be repaired. If not, the Shift Lock Actuator is bad and needs
to be replaced."
I hope this give you a better understanding and I wish you the best of luck with your problem.