You should probably check the level on your transmission fluid. My VW New Beetle does the same thing when it's low on transmission fluid.
To check the fluid, drive the car until it's fully warmed up. Park it on a level surface. Put the gearshift in Park, set the emergency brake and leave the car running while you check the fluid. Pull the dipstick out, wipe it off, then insert it again and immediately remove it and look at where the fluid level is on the dipstick. If it's low, add the appropriate fluid a little at a time until the dipstick reads full. Do NOT overfill it!