I would have to agree with the others on the fuel filters. You might also want to check your air filter too, and see if it is clean also. You should probally go ahead and change the filters, and run a can of Diesel Purge through the injectors. Diesel purge can help alot on these cars.
You should also check the linkage, like some others have sugested too, and lubercate the joints with some ATF.

As for the transmission, do you need to rev the engine to get it to go into gear?