Transmission will not shift into third gear

I got my transmission rebuilt two years ago. First year had no problems. Then when I first start the car in the morning and immediately turn on the AC without warming up the engine/transmission problem starts (not often, three or four times in a year). I start driving, car shifts into first and second with ease, then gets stuck on third (around thirty five mph). I am still able to accelerate past thirty five mph, but the tachometer just keeps increasing without shifting into fourth. Then I turn off the AC, turn off car, wait a few minutes, turn car back on without AC and everything goes back to normal. What is the problem? I am lost, what does the transmission have to do with the AC?
This only happens when I first start driving, when engine/transmission are cold and I do not wait to warm up engine and start driving immediately (with AC on:). I live in TX, FYI.