Kenric pointed you to the FQA page on overdrive relays. This relay is probably bad causing your car to "jump" out of overdrive. When that happens the car downshifts and the red arrow comes on on the dash. You can also lock out OD yourself by just pushing the button on the side of the gear selector in which case the same red arrow will appear. OD is usually "locked out" when pulling heavy trailors, mountain driving or in stop and go traffic to stop the annoying up and down shifting.