without a little more detail it could be anything from the gearbox its self, transfer box, centre diff, propshaft, or even front or rear diff.

is it the same in all gears or just first or is reverse the same as well. are either of the propshafts turning. if one is spinning and not the other and your not going n e where then its probably in the axle that its connected to and could you also tell us what car it is please. oh and ano its daft but have you checked to make sure it hasent jumped out of range gear.
 
Sorry for the lack of detail. discovery td5 2004 I'm on here on behalf of my father so only his vague description.
 

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