Sounds like it's a rear derailleur issue. It's common for it to seem ok on the stand but to start acting up under load. You probably just need a little turn of the barrel adjuster. Are there any delays in shifting one way or the other (does it keep skipping instead of shifting)? If that doesn't work, check that the B screw is set right and that the derailleur hangar isn't bent.
http://www.parktool.com/repair/readhowto.asp?id=64
(has pictures)