The story is about one of the companions of the Holy Prophet(P.B.U.H). The Sahabi prayed to be punished in this world for his sins in this world instead of the day of Judgement. When the Holy Prophet(P.B.U.H) came to see him and asked about any prayer like the mentioned above, the Sahabi told the Holy Prophet(P.B.U.H) about his prayer. According to the Holy Prophet(P.B.U.H), such a prayer is not appropriate. Allah is the most beneficent and gracious so always seek forgiveness, not punishment.

From the book "Hikayat e Rumi".