adjust you bands
I had the same problem in my 95.
Does it shift only when you let your foot off the gas or is it just really slow? I would try adjusting the bands as per the sticky posted above, which is easy to do and on the outside of the tranny. I believe that you have a 4r55e in your '96, which is what I have in my 95.
I can't remember for sure what the specs are (two turns and two and half for the other one, O/D and intermediate, I don't remember which is which though so look it up) but you will find them in the sticky section. if the stud winds all the way in you have a broken band = new band/rebuild. other options include a technical service bulletin on the separator plate gasket and a new blow off valve etc for the valve body, and/or bad shift solenoid, and or bad intermediate servo.
adjusting the bands is the easiest and the best place to start, just don't wind the stud too tight, as you could break the band. You might be in for more anyways, as I did the adjust thing and it kept coming loose until the band finally snapped last week.
good luck
