As Jesus is transfigured on the mountain, He appears with Moses and Elijah, the representative of the Law and the Prophets.  The Law and the Prophets that Jesus comes to fulfill.  As they are on the mountain Peter thinks it a good thing that they are there (he, James, and John) and wants to put up three tents for Jesus, Moses, and Elijah.  While this is a good moment, they cannot stay there, because Jesus needs to continue His journey to the cross.  Maybe in our own lives we want to stay in the good moments, the safe moments, rather than the more difficult ones in life.