changing torque converter lock-up point???

'97 cav. 2.2 auto. Right now, when driven gently, my torque converter seems to lock (& unlock) at appx. 45 MPH. I just installed a scan gauge II, & i'm getting about 38 MPG 70/30 hwy/cty. I'm thinking that if I can get the TC to lock up a little sooner (say 35-40 MPH), I'd be able to get my MPG up over 40. Is there any way to change the lock-up point, or am I SOL??? Thanks....Doug