Hey Fernando,
When's the last time you adjusted your shift cable?, start there and make sure that isn't the problem, have you noticed if it does this from both stations? next take out the bottom drain screw in the gearcase and see what is stuck on the magnet. If your clutch dog is going you should be seeing lots of metal shavings on the magnet, not normal little ones, big slivers would be more like it. If in fact your clutch dog is going, you should be experiencing the thud or bang, getting on plane or at high speed. Which style Mercury hub do you have on your prop? I read a lot about Flo-torque 2 verses Flo-torque 4 having issues like you describe, or is it the standard pressed in rubber hub? My guess is this is a hub or shift cable issue. Now the clutch dog itself is fairly easy to change with the right tools but if the forward gear is worn with the clutch dog and needs to be replaced, that's a complete disassembly of the gearcase plus the clutch dog and forward gear, seals etc.