I finally had time to take my car in to the shop. As Gillybenz suggested I use the cooperative approach at the dealer. The dealer was very nice about the transmission problem and checked the transmission fluid leval. It was OK. Next they looked for error codes and found none. At that point I had them pull the pan to look for particles and they found none. The dealer then wanted to disassemble the transmission and I did not OK that as that was going to be a biiiiiiiiiig bill. Also on the day I took the car in the repair shop could not duplicate the problem.
The service writer disscussed the problem with me and he thinks we may have a seal that is not sealing correctly since the problem mainly occurs on very cold days and goes away after the car warms up. Remember with the CHALLENGER tradgedy one o ring brought the entire rocket down. My solution so far has been to start the car five or ten minutes before I am ready to leave so that it can warm up some.
Thank you everyone for your suggestions and I apologize for not getting back quicker.