Ok I'll take a stab at this one.
Couple of questions.
Can you physically shift into gear, or is the shift lever stuck in park?
If you can shift into reverse and or drive does it feel as though the transmission is in fact going into gear but then the truck won't move?
Ok so that was three questions! LOL!
So then if you can get it into gear but no go, My guess would be that your transfer case is in "neutral" now I put "neutral" in quotes to avoid the barrage of posts saying "These transfer cases have no "neutral".
It is possible for transfer case to hang in "neutral" lets call it "In between shifts" that is to say that the shift solenoid/motor stopped mid-travel and left the transfer hung up in neither 2WD or 4WD.
If this is the case the module was likely not the problem in the first place but the shift solenoid/motor which ever Ford is using on these. matters not.
So how to proceed?
Test the shift solenoid/motor either direct power test or multimeter.
As far as specific procedure to remove/install the shifty bit on a sport trac I'm not your guy. But you can surely find that info on this site.
You can use the Google search box at the top of the page (only searches this site, nice!) or re-post your question in the "sport trac" section.
Hope this gets you pointed in the right direction, and welcome to this forum!