Gears stuck when car running but ok when car engined turned off.

I would guess one of the gearbox valves is falling put it into gearbox specialist before your stuck getting it towed will be cheaper over all good luck Kelvin

It's inside the transmission. The shift yoke probably has worn so much that it no longer moves the gear inside.

YOU probably have a problem with the clutch not fully releasing when you are driving.


Clutch Drag Kills Synchros

check whether the slave cylinder is leaking,or both with the master cylinder are leakining

Time for a master clutch cylinder and a slave cylinder

It will be best to get someone to check the hydraulics of the clutch. That is a common issue.
Get a workshop to drain the gearbox oil and flush the system. A tell tale may come from the drained oil if the tranny is near end of life.

one of two things, either the clutch is not releasing all the way of the pilot bearins is sticking,

Audi code P0741 Torque Converter Clutch Circuit Performance or Stuck Off, THIS IS IN MOST CASES A STUCK TORQUE CONVERTER LOCK UP CLUTCH, U MAY NOT EVEN NOTICE THIS AS ALL GEARS WILL WORK JUST NO TORQUE CONVERTER LOCK UP, U WILL NEED TO VERIFY THE TORQUE CONVERTER CLUTCH CIRCUIT IS OK AND IF SO REPLACE THE TRANSMISSION TORQUE CONVERTER.

I take it's a manual transmission, and if that's the case, if the engine is running, and you difficulty changing gears, either the mechanical synchronizer of the transmission or master or slave cylinder is malfunctioning. This is further discussed in this handy diagnostic artice:
http://yourhandymanzone.com/Your_Handyman_Zone_How_To_Pages_Vehicle_Car_Zone_Cars_Trucks_Vans_Transmission_System_Shifting_In_Manual_Transmission_No_Poss_Engine_Runs.htm

Here's another article discussing the car being stuck in one gear, which may give some complementary background information for you, specifying four probable causes of it:
http://yourhandymanzone.com/Your_Handyman_Zone_How_To_Pages_Vehicle_Car_Zone_Cars_Trucks_Vans_Transmission_System_Stuck_In_One_Gear.htm

This should help.

Good luck!
Brad

first i would check the transmission oil, do this by starting the engine and leave it running, select all the gears (park, Reverse, neutral etc) then put it back to neutral, leave engine running then locate the transmission dipstick in the engine bay, remove and wipe the dipstick, replace then pull out again, if the oil is showing between the cold and hot marks then level is ok. I shoing lower or none, top up the oil level with automatic tansmission oil, keep rechecking the oil level as adding oil as to ensure it is not over full. will need to select all gears again before checking oil level again.
If the oil level is correct than quite likley a Transmission failure will require mechanic.