1995 Chevy Lumina Rough Idling

I recenlty bought a 1995 Chevy Lumina. I noticed that when I'm driving, I can sometimes feel the engine hesitate. When I'm not moving, the engine will idle alright, but then the engine starts idling rough and it will sputter but then go back to normal idling condition. It will continue to do this. The vehicle shifts fine. I also noticed that it will only do this when the vehicle is in drive...it will not do this when in park or in the nutruel position. Any thoughts to what might be the problem. I already changed the fuel filter. thanks