Good info from Matt. I would add that to remove the parking brake tray, you need to remove the ashtray and it's holder, plus the clip on the front lip. You may want to remove the centre console behind the parking brake tray too. Doesn't take long and it makes pulling the parking brake tray a bit easier. (See link below).

You may also want to pull the four bolts that hold the shifter in place. This allows you to manoeuver the whole thing a bit, making it easier to get at the microswitch.

As Matt also pointed out, you didn't actually say what your problem was. Assuming that the '95 is the same as the '93, there's three functions involved:

1) Normally you're prevented from coming out of Park unless the ignition is on and the brake pedal is depressed
2) You can't remove the key unless you're in Park
3) There's a Shift Lock Override that allows you to bypass the functionality in 1) when it's not working correctly.

Matt has covered function 2). Your description indicates you're having problems with 3); is that the case?

If it is 1) you're having problems with, it could be:
a) brake light switch (you'd have no brake lights if this was the problem)
b) shift lock relay (I believe this is above panel above the driver's feet
c) the shift lock solenoid
d) the microswitch that senses the shift lever is in Park: Transmission Not Shifting Out of Park: Shift Lock Solenoid

In my experience, and what I've seen posted here, problems with getting the lever out of Park (1) are almost always due to the microswitch (d).

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David Armstrong - '86 240(350k km?), '93 940T(270k km), '89 240(parts source for others) near Toronto