There's a TSB on the problem:http://dodgeram.info/tsb/2006/21-007-06.htm
DATE: April 07, 2006
THIS BULLETIN SUPERSEDES TECHNICAL SERVICE BULLETIN 21-016-05, DATED SEPTEMBER 01, 2005, WHICH SHOULD BE REMOVED FROM YOUR FILES. THIS IS A COMPLETE REVISION AND NO ASTERISKS HAVE BEEN USED TO HIGHLIGHT REVISIONS.
RFE Transmission Filters - Delayed Engagement And Related Transmission DTC'S
This bulletin involves verifying the build date of the transmission, and if necessary, the replacement of both the cooler return and sump filters in the transmission.
2005 - 2006 (DR) Ram Truck
2005 - 2006 (HB) Durango
2005 - 2006 (KJ) Liberty / Cherokee
2005 - 2006 (ND) Dakota
2005 - 2006 (WK / WH) Grand Cherokee
2006 (XK) Commander
This bulletin applies to vehicles equipped with the a 45RFE or a 545RFE automatic transmission (sales code DG4 or DGQ respectively) having a specific transmission build date code (see the below DIAGNOSIS section for further details).
The customer may experience an initial delayed shift engagement following an extended off (not running) period of time, generally after being parked overnight. The initial shift engagement may feel like a delay or slip when a transmission gear (reverse or drive) is first selected after engine start.