You drive it. The transmission is heated conductively from the engine and also by frictional losses in the gears/fluid. It takes a little bit.
You should probably make sure you've got the right fluid in there. I haven't tried it in the Spider, but folks around here seem to report that the Redline 75W90NS is a bit thinner when cold and works better.
I drive my car around the development a couple times in first or second gear, driving very slowly. This usually warms up the transmission enough that I can comfortably shift the car while accelerating onto faster roads (as long as I'm still careful). Of course, if you live right off of a main road, this unfortunately isn't an option.