Overdrive ?

I have a 96 Tracker, automatic and at highway speeds (65 mph) the tach reads approx. 4000 rpm. Does anyone know if they made an automatic transmission with an overdrive which would save some gas as well as wear and tear on my engine. I bought it new and currently have 86000 miles on it. I have kept up the routine maintenance and it doesn't use a drop of oil between changes. I felt I have got my money out of it and hope it keeps running for a long time.
There is one thing that has been bugging me for a while and wonder if anyone else has experienced it. The service engine soon light has been going on and off and I have had it checked several times at Autozone. The code is "PO135" (heater circuit for the O2 sensor). I have delayed replacing this because it has not affected my mpg. Has anyone had this same problem and any fixes?

My '92 had a bad O2 sensor and caused the IGN fuse to blow repeatedly. After replacing the sensor the engine ran noticably smoother (however with the gradual decrease in performance over time I never noticed that the engine wasn't as smooth as it should have been) and MPG increased by about 3 MPG. If I were you I would replace the O2 sensor and take the black tape off the check engine light. :)