[wiswind]

Let's eliminate a cheap & easy solution......fluid.
Place the vehicle on level ground, engine running, Gear select in PARK.
Check the transmission fluid level.......add if needed.
Make SURE that it is all the way to the FULL indication.

Another thing that has happened is the filter INSIDE the transmission case can become dislodged if it was not installed properly.
The gasket on the neck of the old filter can become stuck in the transmission, preventing the new filter from seating fully into place.

I have pictures in the pictures that the link in my signature takes you to that show the transmission filter, and the gasket on the filter that becomes stuck.

If one of these 2 things causes your transmission to draw air up from the pan instead of fluid, you can have the symptoms that you mention.

I do not know if this is the cause of your problem or not.....but I like to check the cheap/easy things off before moving to expensive things.