Wont stay in gear 1996 Mazda 323

Hey. My car when in drive has a fairly bad rattle/shake would be the best way to say it. Now it wont select gears properly so ive stopped driving it, how ever the last time I did I was going through the lights and just poped in to Nutral itself, and reved out finaly popped back in got me to the top of the hill and pretty much died again so I rolled home. Embarrasing. Lol I know its a bit hard with out seeing a car id imagin. But was wondering if you think it would be best just to replace hole gear box? I read on here someone said to try replacing oil is this right? Or maybe you can reline the gears instead of replacing. Please help or give me as much info as you can would muchly be appreciated. Thanks so much