My Explorer ST shifts into Neutral between 1st and 2nd gear. It is extremely dangerous, as it immobilizes the car for a second or so, and then if you have your foot on the throttle the RPMs rise, then suddenly it will reengage in gear. This is extremely jarring when it happens. The easiest way to get the car to do it, is to put the car in manual mode and shift with the paddles. When you start from a stop, try to shift into second as fast as you can. About 5% of the time it will instead act like it is in neutral.
There is 2 major issues with this problem. One is if you aren't paying attention and keep your foot on the throttle it jams into gear and I am sure this is damaging the transmission and shortening its life. The second issue is that if you are turning across traffic and it happens, you are a sitting duck. Therefore you have to be patient when turning left in front of traffic.
Ford just released a recall for the F150 for this. However, I just talked with them and they indicated that there is no recall for the Explorer at this time.