Ford 2002 Explorer Sport Trac Owner's Manual page 8

Operation On The Road
Parking
Before leaving the driver's seat, you should make sure that the gearshift
is engaged in P (Park) with an automatic transmission or either 1 (First)
or R (Reverse) with a manual transmission. Set the parking brake fully,
shut off the ignition and remove the key.
Some 4WD vehicles include a Neutral mode. When the transfer case is in
the N (Neutral) position, the engine and transmission are disconnected
from the rest of the driveline. Therefore, the vehicle is free to roll even if
the automatic transmission is in P (Park) or the manual transmission is
in gear. Do not leave the vehicle unattended with the transfer case in N
(Neutral) position. Always set the parking brake fully and turn off the
ignition when leaving the vehicle.
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