Car help

That is a safety feature. This is to prevent accidents. You would be surprised at the statistics on how many people will get out of their cars while they are still running and in gear.
If you need to move the shifter, there is a, "Lock-out Override, usually near the shifter on the console. They generally can be turned by inserting your key into it and turning it. This will release the shifter. Take care when doing this.

I hope this information helped.