Have you bled the system? Hydraulic pressure engages and disengages the clutch, if one or both of the clutch cylinders is leaking, pressure will dissapear and you won't be able to change gear, or even come out of gear in the worst case scenario. Master cylinder is next to the brake cylinder in the engine bay, little black cap on it, brake cylinder has a big black cap on it. The slave cylinder is on the gearbox, on the front of the car. If you look down to your turbo, and then to the right on the gearbox, there it is. Check for leaks.
Or could just be the clutch is worn