I had the same problem a few weeks back!
When it goes into neutral, can you manually press it up a gear (use the stick, not steering buttons) ?
You may have to press brake pedal slightly, if its to first gear.
Turned out to be a faulty sensor on my Selespeed actuator, but it might not be the cause of the problem on yours.
- get Alfadiag and a cable and try to re-calibrate the system, check clutch distance (should be 28mm).
- check the Selespeed cable under the intake pipe is seated properly (try taking it off, clean it, set it back)
- check the relays in front of battery (swap around)
- check your hydraulic pressure with Alfadiag. (could be faulty pump or canister)
others may give even more things to try.
Hope it works out.
2003 156 GTA Selespeed - Alfa Rosso + black multispokes, Eibach anti rollbars, Quaife ATB diff, 330mm brakes, Bilstein B12, De-cat wrapped manifolds + EQ downpipes + Ragazzon silencer, CDA intake, (carefully) removed interior & Sparco bucket seats + 6 point harness