I'm guessing its the same as what 4wheel said. Therse a switch to prevent the car from starting in anything other than park and neutral.
Theres a solenoid underneath the shifter trim that controls the shift lock. Im not sure if this is connected with the problem but it seems relevant. Some days Ive had to just wiggle the shifter a bit in order to get the car to start. The solenoid probably doesnt like the cold. Could be some condenstation making it stick