the gear box light came on this weekend on my 2005 jaguar X type while I was driving on the freeway to drop off my son at his moms. the car has 81000 miles and now starts off very slowly and seemed to be stuck in 4th(I was trying to pass a car when I felt a thud while accelerating ).this morning when I turned on the car the light was gone but noticed a thump when it switched gears and after 20min of driving the light came on again .

 

Head for a reliable shop and have them read the codes. Could be you will get lucky as I did. My 2004 did the same thing: gear fault light comes on and soon after the car goes into "limp [to-the-shop] home" mode. After reading the codes in the computer mine turned out to be a throttle position sensor on the throttle body. My X-Type has 147000 miles. I ended up replacing the entire throttle body (which includes a new TPS) and the car runs better than ever. Paul