Stuttering while driving

It will start up great, then run okay until I get going around 35 to 40 mph then it will start to stutter and the check engine light will come on. I can speed through it but I would like to fix the problem so it doesn't cost me more in the long run. I have changed the oil and installed new sparkplugs recently but haven't done anything with the auto transmission or transfer case which is my guess where the problem is. Thanks for your help.