tranny disengages

I can start the car, security light is flashing, put car in gear and it will move in all gears, after about 15 to 30 seconds the security light stops flashing and goes to steady on and it is like the tranny is in neutral, I can turn the car off take key out and it is back to like I just got into the car with the flashing security light and going to the solid light. Suspect that it has something to do with the security system. I just bought the car at an auction, I don't have a remote or door key for it yet.