I've recently got a Td5 Auto and I think I know what the original poster means. Originally when we got it, and driving at town speeds, it seemed to stay in third when driving at a steady 30. The kack we found was to go up to about 35 and then ease off - the box would change up and stay in 4th.
The auto is supposed to learn your driving style and adapt the change points. I have noticed that the above is happening less the more we drive it around town - the box seems to change a couple of mph earlier unless we're going uphill.
Cheers!