1) What's the tickover speed? If it's too high this will happen
2) Have you checked the transmission fluid level - this should be done hot with the engine running, having first cycled through all the gears. Any cold level mark you have on the dipstick is likely to be quite innaccurate.
3) What colour is the ATF? It should be deep red, and have no burnt smell. If it's discoloured, I'd recommend a fluid change.
Oh, and a fourth thing - if you get stuck, ask Harvey on here, he's forgotten more than most people will ever know about auto gearboxes, a true guru.
Cheers