Help With Tranny Pls ! ! !

I have a 4wd 2001 Grand Cherokee and something really weird is happening with the transmission. When you put it in reverse it makes an attempt to move but then gets stuck (it feels kinda like trying to move a car with the emergency brake on) then when you put it in neutral it moves forward. When you put in 4wd lo you get the same problem. Can anybody pls give me some advice on this issue casue it's really driving me nuts:banghead: .

thanks in advance