Your 1996 Mercury Grand Marquis may need a new transmission or something as simple as transmission fluid.
On a 1999 Mercury Grand Marquis : The automatic transmission fluid level dipstick is in the engine compartment , near the firewall , towards the passenger side of the engine
At the front of the engine , towards the drivers side of the engine ( power steering fluid reservoir on a 1998 Mercury Grand Marquis )
on the transmission
DOT 3
On a 1989 Mercury Grand Marquis : The automatic transmission fluid level dipstick should be in the engine compartment , near the firewall ( the metal wall that divides the engine compartment from the passenger compartment ) just towards the passenger side of the vehicle ( where the rear of the engine connects to the transmission )
According to the 1996 Mercury Grand Marquis Owner Guide : ( DOT 3 brake fluid , meeting Ford specification ESA-M6C25-A )
Mercury Grand Marquis was created in 1983.
I was not aware that the Grand Marquis came in a manual Transmission! If it was an Automatic Transmission I would say take it to a Transmission Shop and have it looked at.
Rear of engine near firewall.
Remove the transmission and take it off.
Into the power steering reservoir.