Wonder if anyone can help please

Bought the car in November in which it is a 2005 Roadster with 73000 miles on the clock .

While I'm driving I get a sound from the engine and gear box which sounds like you have not engaged the gear correctly even though it driving OK . This happens while driving around in 1st , 2nd and 3rd gear and seems to be a grinding noise .

Also on a few occasions while at traffic lights the gear will jump out of first gear or even while driving out of second . When this occurs I get a load bang which scars the crap out of me and my passenger .

This has been in with the garage twice in which they can't find any issues with it at all .

While stationery the car also makes a knocking noise .

Would any one have any idea .

Regards

Kevin