When you put the transmission in park, there are prongs or catches that engage. If you let the car roll forwards or backwards, they will have the weight of the car against them. Over time, they can be damaged by this. The proper parking technique with an auto tranny is:
1 - Press the foot brake (the normal brake you use for stopping)
2 - Put the transmission in netural
3 - Apply the parking brake. It can be a hand or foot operated.
4 - Release the foot brake (see #1)
5 - Put the tranny in park
6 - Turn off the car, take the key and leave. Oh yeah, lock the car also.
This reduces the stress on the tranny, specially the park prongs, and will hopefully make it last longer.