Do not worry, the gearbox was not designed to be shifted on the move like a car, although it can be done. There is no kind of synchromesh on any gears and they are hard to move cleanly. You are moving and engaging gears on shafts, not slip rings and couplers as in the modern gearbox.
A transmission hand brake will also make engaging gears, even when stopped, a little difficult at times. Changing from High to Low and Low to High on the range shift is the easiest move, you can start off in the 5th position with the lever in Low, then once moving, drop the revs a little and change to High.
However, remember that on this change, you are moving "dog" couplers, not gears and these will wear, causing the tractor to slip out of High or Low when under load. (But we all do it)
