Why does my steering wheel lock when I turn left or right?

Do you mean the mechanical steering wheel lock is engaging or the steering wheel is just hard to turn? Since you're putting it in park, I have to assume the car is standing still when this occurs. If the wheel is just hard to turn, try raising engine speed a little to see if the power steering assist comes back. If it does, suspect a worn power steering pump. That was real common with the little square "ZF" style pump.