GT 262 transmission problems

I am working on a JD GT262 that has the tuff torq by Kanzaki transmission. Belt is good and installed correctly. The problem is once you shift into a gear, you can't shift out unless you shut it down. I have observed that when started in nuetral, clutch and brake engaged, that the transmission pulley turns even though the belt is loose. That looks to be normal. Once the tractor is engaged into gear, the pulley stops because of the slack in the belt. It will go and run fine, but when you engage the clutch and brake again to shift to another gear, it will not come out of gear unless you shut the engine down. What could possibly be the problem? Oil level is fine in transmission.