1995 Ford Winstar I was told it had a rebuilt engine and transmission,and transmission pops in hard?

1995 Ford Windstar I recently bought i was told the engine and transmission had just being rebuilt it ran fine until i took it to Tijuana about a week ago it seem like it over heated and it shut off i let it "cool down" and it ran fine afterward. I had a mechanic check it out told me i had leaked transmission fluid so I added more,now my transmission pops hard when ever I "cold" start it or shifts in hard seems like the engine bounces around a bit,and it always seems to struggle when ever it goes from first to second. I checked the mounts and i didn't see anything wrong there I had my neighbor check the check engine light codes and the code P0500 came up which is the speed sensor now i don't know if that could be the problem and if it is where is the speed sensor located it and how do i replace it or what other suggestions do u have on my transmission i hate to spend more then what i paid for the vehicle any help I would greatly appreciate sorry i know very little about cars please help!