Clutch(?) doesn't seem to engage properly

I have an automatic transmission on my '03 Mountaineer. When I put the car into "D" from "P", it doesn't seem to "lock in" to "drive"--in other words, I can easily tap the shift from "D" up to "N". It doesn't always do this--sometimes, it does engage properly. My dealer can't tell me what's going on (might need to find a new dealer!) Does anyone have an idea or have you experienced a similar problem??