1995 Ford Contour

Hey I got a question i've got a 1995 contour couple of days ago I was driving around just fine and had been out for about 20 and the car started to cut out and I mean bad any time you give any gas it feels like its going to die. The odd thing is when your sitting and ideling the car run like a peach still but and soon as its in gear and given gas it just cuts out where do I even look first? Is it a fuel filter, pump, or maybe even an exhaust problem?