Shifting problems and O2 sensor

I have a 2000 Ford Explorer, 4WD, with about 65000 and I am having
some troubles shifting from first to second, and second to third. The
problem only occurs after a few minutes of driving. After the car has
warmed up, it shifts hard from first to second and even harder from
second to third. After about another 15 miles of driving, the 'Over
Drive Off ' light starts blinking, and it starts shifting better, but
slower. After my car is off for about an hour or so,it will shift
normal again when I drive off (again, only for a few minutes.)

Also, does anyone know where I can find the oxygen sensor on a 2000
explorer? Is it the same as a 1997 explorer mentioned below?