it's most likely your syncro's. the D series tranny syncro's are notoriously weak. i just had the same problem w/ my 2nd on my z6. i just replaced the entire tranny since i was installing a new clutch anyways. i would not recommend you touching your tranny unless you get a helms and some air tools because the bolts you will be breaking free are torque'd down VERY well. if you really want it taken care of, just replace the tranny. otherwise, quit shifting high into third or the problem will get progressively worse until your 3rd gear shifts will pop out of gear all the time...