We report the structure and magnetism of PrOFeAs, one of the parent phases of the newly discovered Fe-As superconductors, as measured by neutron powder diffraction. In common with other REOFeAs 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 $\sim$ 85 K. Our magnetic order parameter measurements show that the ordered Fe moment along the a axis reaches a maximum at $\sim$ 40 K, below which an anomalous expansion of the c axis sets in, which 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.