Neutralizing in 3rd gear

I have a 2000 Sephia that has a wierd tranny problem. When shifting up through the gears, it neutralizes in 3rd gear. I also get the flashing O/D off and CE lights. This seems to be temperature related as when I first take off it doesnt do that but after about 30 or 40 minutes it starts doing it. Any ideas?

My car is doing the same thing. I initially reseted the computer by taking the negative terminal on the battery. The problem however reammerged, I find that it occurs when it is very cold outside 0-20 degrees. Hmmm?