Steve,
I notice the 'holding a gear' thing too and mine is bone stock (except for the brakes). So I believe this is the 'smart' part of the transmission doing it's job.
I don't manually shift very often unless I feel the need to down shift myself. Usually, that's at a stop and I drop it into first and then let the transmission do the rest. Mostly I don't even have to do that. If you put it in 'S' mode (Summer) it will always start in first gear. If you have it in 'W' mode (Winter) it will always start in 2nd UNLESS you manually put it down in 1st gear prior to 'launch'.
Hope that helps.