Ford 2006 F150 Owner's Manual page 212

Driving
Always set the parking brake fully and make sure the gearshift is
latched in P (Park). Turn the ignition to the LOCK position and
remove the key whenever you leave your vehicle.
If the parking brake is fully released, but the brake warning lamp
remains illuminated, the brakes may not be working properly.
See your authorized dealer.
Understanding the gearshift positions of the 4–speed automatic
transmission
Your vehicle's automatic transmission is equipped with a special shift
strategy that insures maximum heater performance during cold weather
operation.
When ambient temperature is 23°F (–5°C) or below and the engine
coolant temperature is below 100°F (38°C), light throttle upshifts may be
slightly delayed. Once the engine coolant temperature reaches 160°F
(71°C) the normal shift strategy will resume. This is normal operation
and will not affect the function or the durability of the transmission.
If the normal shift strategy does not resume once the engine
coolant temperature reaches the normal operating temperature,
or if the downshifts and other throttle conditions do not function
normally, see your authorized dealer as soon as possible.
P (Park)
This position locks the transmission and prevents the rear wheels from
turning.
To put your vehicle in gear:
• Start the engine
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