Pull up to the curb slowly. If the road is icy it may be difficult to pull up directly next to the curb in some areas, but do not park more than a foot away. If you can't get in relatively close to the curb, you should park in a different area so that you aren't blocking the roadway for other drivers.
Turn your wheels into the curb. This will keep your car from rolling out into traffic if the brakes fail. Instead, your car will likely roll into the curb and stop.
Leave extra space between yourself and other cars. If your car does roll out of your parking spot, it is less likely to hit other cars if there is lots of space between you.
Use your parking brake. This is especially important if you are on a steep hill, and you feel like the regular brakes are not as secure as you would like. Using the parking brake will give your car an extra bit of stability. Just remember to take the parking brake off when you go to pull out of your parking spot.
Check how much "roll" your car has before leaving it. Once you have set the parking brake and taken your foot off of the regular brake, you may want to rethink the place you are parking in. That could mean that your brakes are not strong enough to hold the car in place, or that the road is too slick for the car to stay still on even with the brakes. With that much "roll," there is a possibility that your car will not be in your parking spot when you come back to it.