We report the structure and magnetism of PrFeAsO, one of the parent phases of the Fe-As family of superconductors, as measured by neutron powder diffraction. In common with other REFeAsO materials, a tetragonal-orthorhombic phase transition is found on cooling below 136 K and striped Fe magnetism with $k=(1,0,1)$ is detected below $\ensuremath{\sim}85\text{ }\text{K}$. Our magnetic order-parameter measurements show that the ordered Fe moment along the $a$ axis reaches a maximum at $\ensuremath{\sim}40\text{ }\text{K}$, below which an anomalous expansion of the $c$ axis sets in that results in a negative thermal volume expansion of 0.015% at 2 K. We propose that this effect, which is suppressed in superconducting samples, is driven by a delicate interplay between Fe and Pr ordered moments.