SAAB 900S Auto 1997 Gearbox/Electrical fault ?

When I start the car from cold, as I move from park to reverse, the ''CHECK GEARBOX'' light comes on. The car is OK in reverse but will only drive in 3rd & Top. If I stop, switch off in neutral & restart the engine, the light stays off & everythings fine, usually for the rest of the day.
The fault is gradually getting worse & I sometimes need to drive for about half a mile before going through the above process. Once the car has been run, it will be OK whether I start in ''N'' or ''P'' for that day.
Does anyone have an answer. Thankyou in anticipation, Steve.