2002 Mercury Sable

There are two, the output shaft speed sensor and turbine shaft speed sensor, both on the trans axle, unless you want the wheel speed sensors for anti lock brakes?

no brakes. The problem is the car won't shift out of first gear and the rpm's keep going up. Someone told me it was the input speed sensor.

Sounds more like a transmission problem to me...Is the check engine light on? If yes first step is to read the codes, even if you need to buy the scantool and bring it to the car! Autozone reads the codes for free, try shifting it manually, start in the lowest gear 1 and shift up with your shifter, does this help? Check fluid level and color.