Which transmission does it have? Is it Powershift or Quad Range? If powershift, does the lever move hard or does the transmission shift hard?(aggressively) If the lever moves hard, then the shift cable(s) probably need replacing. If Quad Range, clutch could be dragging causing gears to grind, linkage could be worn or out of adjustment, or transmission may need overhaul. If you post back with transmission type and more specific info(does it happen in all gears or certain ones, etc..) I may be able to help further.