If you have the regular automatic the slot where D is has more to it. If the gear position characters say 3 D with 2 and 1 below the 3, the left side of the slot is for 3rd, while the right side of the same slot is actually D. It's quite easy to drop it into 3 straight from Park and/or Reverse, especially if you're in a hurry. Just push the shift lever directly towards the passenger door, you'll feel it grab another gear, assuming everything else is good. I hope this is all the problem is, and if it is don't feel bad. My wife drove our 02 in 3rd for the first two months we had it! :-)

Is it the 2.5L 4cyl or the 3.5L V6 engine?