Why would my car die while I was driving it?

Posted: 01 Dec 2013 05:04 AM PST

I have a mercury mountaineer 2008 I think and it just died while I was driving it. The lights still work. The steering went out. My battery oil and check engine lights are all on. Just before this the hot air was blowing out cold. It will try to start but doesn't. What could be wrong with it?