Have you checked the transmission fluid level? If you aren't low on fluid, and the fluid isn't "burned", then try a tranny fluid and filter change. If those don't help, then you probably have internal issues with the solenoid, torque converter or internal clutch.
Jeep History: 80 CJ7; 88 YJ; 02 TJ Sahara
Present: 2014 JKURX Granite Crystal (Ordered 1/14/14, Delivered 2/25/14)
Jeeped in: New Mexico, California, Nevada, Missouri, Michigan, Pennsylvania