That's what I was thinking (and planning to do too).
Added note- if you install a transmission cooler, make sure that you buy transmission cooler line if you need extra. When I bought some, the guy at the auto parts store gave me fuel/emmisions hose. After I finished the installation I looked at some left over hose and noticed it's labeling. I looked online and found that that's not a good long term use (ok for emergencies).
So today I replaced all of the lines with dedicated transmission cooler hose.
Doh! :S