My 95 E220 Auto changes from 2nd to 3rd gear at about 3000 rpm which is too high. Also it snatches into 3rd gear. Tends to happen when the engine is cold. It happens to other gears as well but not as pronounced.

Someone told me it could be gearbox oil low? Where do I check this? Any other ideas on what it may be?

Thanks

Although I'm not familiar with the E220, it could be a normal situation. On a US spec car, there is an upshift delay that is only active with a cold engine, it helps heat up the o2 sensors and catalytic converter faster.
Gilly

Great info guys. This sounds like it could be the problem. The thing is.....it seems a bit violent! I don't think this is how MB intended it to be. It wasn't like that when I bought it....much smoother. I suspect the delaying device you are referring to could be gone out of adjustment. I'll have to dig deeper, but don't really know where to get tech info on how my machine is put together.