auto transmission problem when engine is cold.

while driving along car drops back a gear and wont change up or down.check gearbox light comes up on dash. i switch off engine and restart ,everything returns to normal.this can happen two or three times until car is at operating temperature.car runs fine when warm.also a whistling noise becomes audible when car is put in gear.dont know if this is part of the same problem.please shed some light on this matter.