Check your transmission fluid (follow the procedure outlined in the manual). It should be at the proper level, nice and red/pink and not smell burned. How many miles are on it? What is the service history of the transmission?
What is the rest of the maintenance history like? (plugs, wires, filters, etc.) Is the check engine light on?
Have any overdue or near due service done. In addition to the rest, have a mechanic drive it and inspect the drive shafts and mounts.