Engine?
Mileage?
Year?

Does the overdrive light flicker?
Codes?

Possible torque converter lockup problem.
Possible misfire.
Sensor problems affecting shifting, mixture, or misfire.

Are the plugs, wires, O2's, EGR system, and PCV system in good shape? No vacuum leaks? Timing belt good if Zetec?

Does it happen with overdrive off?

Need more to go on.

"Those who cannot remember the past are condemned to repeat it" -George Santayana