I have a 2001 Crown Vic, and if the car sits in the rain, it will start but will not go into gear, and shuts off before I can get it to engage.

Thought:

There may be a moisture/air leak between the MAF Sensor and the air box. Try tightening the 4 bolts that mount the MAF Sensor to the air box. There's a MAF Sensor-to-air duct seal that may need replacing.

On dry days, does everything work properly?

See if your Brake lights work when it won't go into gear.