2002 Hyundai Santa Fe won't shift out of park

First and foremost, and the obvious, check the transmission fluid. After that is noted to be full and in good condition see if there are any codes. Make note of the codes. Your vehicle has universal codes. So they can be decoded. When it does this, can you downshift and keep the vehicle moving. Very broad spectrum of possibilities.

The big question here is how did it work before it got stuck the transmission I mean .
Did it shift OK before it got stuck if no you have a big problem with your trany .
If it worked good then look at the key switch it locks the shift lever so you can't shift it with your foot on the brake or any linkages connecting to this system its all on the steering collum or a linkage to the transmission

2002 Hyundai Santa Fe 2 7L coolant temp sensor location Google Search//2002 Hyundai Santa Fe 2 7L coolant temp sensor location Google Search Here are 2 locations with pictures. I found them thru Google in 2 minutes. You should be able to do something with them.

this sounds like a timing belt problem.
http://www.youtube.com/watch?v=nyB6syDyP0o
This is what could happen if not replaced.

You do have drive and reverse,if you have park and neutral.It just the transmission cant transfer that power a new or rebuilt is the solution

If have understood right, You have to remove the center trims around the shift lever. then you able to access the connectors which holding the bulbs.

DOES CAR STAY IN 2ND GEAR IF SO YOU PROBABLY HAVE BAD INPUT AND OR OUTPUT SPEED SENSORS ON TRANSMISSION

Here is the site.
http://www.pdfee.com/2002-hyundai-santa-fe-gl.html

changed modulator valve, all is fine now.

is the steering wheel lock in place if so thats y you need to turn the wheel left or right to free it up