It could be a real transmission problem, or low fluid, just as earthworm said, but there is another known issue with the NG900 automatic transmissions.
The most common cause is the "Safety Neutral Switch", or "Gear selector switch". The words "Gear Box" are misleading for most in the US, this warning appears on cars with automatic transmission. The transmission is supposed to work in 3rd gear even when this happens.
Apparently, grease gets into the switch and fouls the contacts. It is really a design issue, not wear or a malfunction. Some people manage to make the switch work by moving the gear selector lever between Park and 1st a couple dozen times. If not, it has to be replaced.
pasting from eEuroparts.com:
Part Code: 5173455
Part Name: Neutral Position Switch (range switch)
Part Brand: Genuine Saab
Part Cost: $296.80
Part Description:
(4490884) Neutral position switch (range switch) for any 94-95 900, any engine. Genuine Saab.