ford mondeo?

hi i drive a ford mondeo 2002 ddi,each morning wen the car is cold wen i go to drive of in first gear the car goes a little then something just bangs into place,as in though something is slipping then it catches,this only happens in first gear and only for the first couple of miles then wen the caqr is heated up it doesnt happen,please advise as i have asked a few people and no one seems to know