Possibile transmission problem ?!?

Hello,
I have Altima 2001 with 32000 miles on it with automatic transmiss. When i am driving i feel like my last gear is not working. I am driving 60 miles/hour with 4000 RPM.
I could not believe that my transmission is gone and i have to change it. What do you think i can do??? What seems to be a problem?
Also, i have absolutely horrible gas milege because of that ...

Please, if anyone can help, let me know.

Appreciate a lot!

I think you have a problem with a sensor and the transmission computer locks the trans in 3rd. Are you the original owner? The trans should still be covered by drive train warranty.