I have the same problem with my2006 sharan auto 1.9 diesel. It stays in 1st gear until the engine warms up, if I start up when cold and run the engine for 10 mins it runs ok. The dashboard display says 'EMISSION WORKSHOP' .However, the fault improved for a few weeks after a gear oil change but returned in the recent cold weather, which makes me think it is a sticking solenoid. The diagnostics give the fault as 00652 GEAR SHIFT CONTROLLER which could be the control unit next to the battery. The car is going in next week for further investigation.
Drudwen
December 2010