shogun auto 2.8 1993

somebody help::::::::i have a shogun 2.8 td auto 1994.when i fisrt start and drive it,it goes thru the first 3 gears ok.about five min into driving it,if you slow down at a junction and go to pull away its as if its still in 3rd gear?and stays in it till you turn ignition on and off.and its fine for another five min.sombody please help.