Go to your local Autozone (or whatever chain auto parts place is nearby) and get a Chilton's manual (there's a few other brands too) and read up on how to check your transmission fluid. If it's low or old it can cause the problem you describe. Sometimes checking the level involves getting under the car, removing a nut and feeling for the oil with your finger. The manual should be able to tell you to check the fluid level. Of course more serious issues can cause what you describe, but check the fluid first. Check the owner's manual to see when transmission fluid replacement is called for.

-Zeke

ps: Or you could just to to Jiffylube and tell them to replace the tranny fluid; probably about $70-$80.