New Clutch New SC Wont go into first when cold and engine on

[davidbuit]

Please help we have just had a new clutch and new slave cylinder fitted to our ford explorer, the clutch seems to take really low and then once the engine is cold it will not go into gear when the engine is on, you have to turn the engine off put it in gear and start it. Its then clunky for about 30 mins - it all works fine until the engine is cold again when we have the same problem. The mechanic next wants to try different lube in our gear box and perhaps a gearbox rebuild. We are wondering if something else is going on?