Scott: Yes, I just had the transmission fluid checked, it is full and still good. But this only happens when it is cold, no other time, which makes me wonder if it is the cold regulator... maybe someone can help me out? Thanks for the information Scott Diener, you are ever so kind.
David: I am glad to know 'someone else' has this problem! I thought I was the only one. Maybe this is how it is supposed to work when it is cold... Hopefully we will find out.