This could be the PNP switch for the transmssion (the fact that
it does this when cold susggests that is what it is). Many
of these have started to fail (our 95 has the same problem).
(This is not the sport/econ/winter mode switch -- PNP is mounted
on the transmission itself.)
A dealer can read the transmission's error code to determine
the problem.
Also, you can turn off the engine and restart and sometimes
that gets the tranny out of "limp-home" mode (that is when
it locks itslef in third gear after detecting a fault).
Search the archives for "PNP: to find additional info.
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