Jeeb - great post!!
And yes you're perfectly corrent - it is "Kooen e ikimashita" or "kooen ni ikimashita" ! I blame the fact that it was late at night for my bad particle usage - or that's my excuse any way.
As Jeeb mentions in the previous situation "ni" or "e" would be the appropriate particle because you need to indicate directionality: where were you going? to the park! the particle "o" shows a direct object - in correct usage here.
Jeeb - I'm not sure if we were taught differently but I was always taught to romanize "wo" as "o" and "he" which is acually pronouced "e" as "e" Following that, even though kooen is spelled kouen in japanese in order to indicate the correct pronunciation one tends to double the vowel to produce "oo" instead of "ou".
see what fun it is everyone to discuss japanese once you start learning it!!