Transmission won't shift when hot
 

My father-in-law has a 2001 Montero and after he drives it and gets the engine to operating temp and shuts it off for approx 10 minutes, once he restarts and takes off, the trans won't shift out of 1st gear. If he drives it for about 15-20 minutes not letting the RPM's go over 4000, it will begin shifting again. Any ideas on what is causing this? We've already changed the trans fluid.

Clogged tranny Filter??

As far as I know, he changed the filter when he changed the fluid. Is there a sensor some where on this truck that would cause this sympton?

How many miles were on the old fluid before he changed it? Was the fluid changed completely or did they only drain the fluid in the pan and refill? The old fluid has to be cycled out completely, not just draining what's in the pan. There are posts here about this to do it properly.
Many people neglect their trans maintenance/maintenance procedure and problems begin to appear after old fluid is changed.
If you're not getting any flashing lights, the trans not in "limp" or "safe mode" and it's most likely either the wrong trans fluid or excessive varnish buildup on one or more of the valves in the valve body.