Aero star transmission

My Aero star transmission has been acting up. When you take off it has difficulty shifting out of first gear in to second. Once you get past that it seems to do fine. Although some times if you try to kick it into the passing gear it seems to gear down and get stuck. In order to make it shift through the gears you have to let off the accelerator and let if shift then continue to accelerate. Also when it is cold out and you put it in revers the whole engine seems to start vibrating and you have to turn the vehicle off and start it back up and wait about 5 to 10 minutes for it to warm up. Often while going down the road the over drive light will start flashing. What should I be looking for to repair this problem? Is it a sensor, vacuum line or do the bands need adjusting?
The vehicle is a 1996 Electronic 4WD automatic with the 4.0 V6 engine