I love the fact that we can't have a transmission thread w/o at least one joke referring to transexuals!
So far it seems nissan trans can be finicky. Mine did something funny like that, wouldn't stay in any gear for any length of time. Mechanic put in an additive and it started behaving rather nicely. Did flush and new fluid and haven't had a trouble since. But has always kind of shifted hard.
Read once somewhere that the nissan factory AT cooler is crappy and likes to get plugged up. Thinking of doing this at some point:
http://www.transgo.com/index.html
Some NisTech recommended it on some other board.