There's 2 locks on the auto transmission. The first is so that you can't shift the car out of park if the engine isn't running (obviously so it can't be shifted into neutral, and towed away... aka stolen). The other lock is the brake interlock. It is so that you cannot shift the car out of park without your foot on the brake. It's so that the car can't be inadvertantly shifted out of park without the brake pedal depressed. This is partially to prevent kids from shifting a running car into gear, and also to prevent liability from idiots who shove a car into gear without paying attention and plow through the front door of a building.
Reference: http://answers.yahoo.com/question/index?qid=20070918045543AAaRyX0