Is this a transmission problem?

Hi-
 
I have a 2003 300M with about 72k miles on it.  I am not the original owner, so I don't have a complete maintenance history.
 
I have noticed recently that the car is shifting hard, as is, I feel a ka-chunk! when it shifts, but not allways.  Usually, it is when I have to slow down rapidly (as in making a 90 degree turn onto a side road) then accellerate rapidly.  It usually goes ka-chunk around 20-30 mph during the accelleration.   I don't know if the transmission fluid has ever been changed, or if that would even matter.  Should I just take it in for tranny service?
 
Also, when I play with the autostick, I have noticed on a few occasions that when I ease to a stop, sometimes the gear indicator on the dash says I'm still in 3rd gear even when I'm at a standstill.  Shouldn't it automatically drop down to 2 then to 1 as I stop?  Sorry if this is a stupid question, but I never drove a manual tranny and I don't know if this is normal behavior or not.
 
Thanks,
-Mark