Keeps Shuting Down

I CAN NOT FIGURE IT OUT, it's a 95 sohc (atx). i just put a new/used engine in it, ran fine for about two weeks, now since this morning it just shuts down, almost like it ran out of gas or turned the key off. maybe fuel pump? but the funny thing is, when it shuts down, if you put it in n and restart it, it starts . put it in drive and go. this happened about 5 times each way to work and now home for lunch break. less than ten miles.

Since you say you recently replaced the engine, I have to think it is related to that work.
Right after it shuts down next time, coast to a safe spot, and check for any codes from the 'check engine' light. At the top-most of this forum is a posting of 1st Gen. FAQs. Read the message titled "My Check Engine Light (CEL) is on....
Let us know if it tells you any codes. My first guess would be a bad connector in the engine wiring harness; such as at the cam position sensor, or the vehicle speed sensor. Or perhaps the connector on the PCM is not fully seated - till the locking tabs 'click'. Or even a wire in the engine wiring harness that is shorting to ground or to another wire. I think the early Neons had a vehicle speed sensor with round connector pins and mating connector; and the replacement for that vehicle speed sensor comes with flat pins, and a connector to match. Its not too expensive, but is a grim trial to reach for replacement. In later years they changed the connector type due to problems with the round contacts.
My next guess would be a bad relay inside the "relay center'. I believe the black relays are all alike, so you can swap them around to see if the problem moves too. You can test the horn relay pretty easily for instance, then put it in place of the Anti-shutdown relay, or fuel pump relay.
I presume you mean it shuts down while you are driving along, not only while you are stopped at a light or a stop sign. In that case I would suspect the Idle Air Control Valve or throttle position sensor.

i'LL CHECK THE CODES TOMMORRO, THE RELAY THING MITE BE IT TOO. stupid caps lock. but anyways it only shuts down when moving, it staya running at stop lights and signs. the faster i go (like 65mph on the interstate) the more it shuts down. thats why i thuoght fuel pump.

I have heard that the fuel pumps can overheat and stop working but I dont know what the symptoms would be while driving. I would hope there would be some misfiring before it actually quit. And I dont know that the PCM can directly sense low fuel pressure. If it did I would expect it would turn on the check engine light, but would not shut the motor down. I would consider that a serious safety shortcoming on an on-ramp during rush hour.
I dont know if the 95 Neons had a schrader valve on the fuel rail. My 97 does. When I want to check fuel pressure, I use a set of the manifold/gauges/hoses that were used for the old R12 a.c. systems. The fitting on the hoses matches the threads on the Neon's schrader valve. Then I open the valve on the side of the manifold set where I connected the hose to the Neon, and I can see the fuel pressure - 49 psi I think it was. I propped the gauge on the windshield, with the hose coming out under the hood, which I shut. Then I drove down the street, watching my fuel pressure through the windshield. It stayed at 49 psi all the time.
The R12 type a.c. gauge sets are real cheap now - they even turn up at yard sales and church rummage sales. If the hoses arent long enough to let you have the gauge where you can see it, you can buy the tubing fittings to connect two of the hoses together - but it may take some searching at a good auto supply or plumbing place. They are standard tubing fittings, but not used on modern cars much. The fuel system on my 1928 LaSalle had two of the correct type fittings, so I borrowed them.
Or you can buy a regular fuel pressure tester/gauge setup - whatever it consists of. NEVER NEVER under any circumstances have a fuel pressure gauge located in the passenger compartment - (its a terrible fire/explosion hazard and probably illegal)... unless you have a fuel isolator unit between the fuel rail and any hose you bring inside the car. The hose from the isolator into the car gets filled by a relatively inert liquid -like antifreeze. I put a fuel pressure gauge in the dashboard of my vintage motorhome. The isolator is made by Autometer.

SO CHANGING THE RELAY DOES NOTHING, I'M PRETTY SURE IT'S GETTING WORSE. it does not throw a check engine light either, only a oil indicator light and yes it has oil, maybe oil pump? engine shut down kicks in? you would think this or a fuel pump would trip the cel.
the other thing is you have to turn the key to the off position in order to restart. it just turns over and over if this is not done
I'll get a gauge and check fuel presure later today