You may need to readjust your ebrake. There are two ways to do it. One is the cable itself, but the proper way is get underneith the car. Behind each rear brake, on dust shield, there's a rubber tab. Remove it. Using a flat screwdriver, turn the cog all the way tight, the back off by 2-3 clicks. And yes, it's a lot easier then it sounds. You can double check the repair manuel to do it yourself, or have a mechanic do it for you.
As for yanking your ebrake while moving. It is quite bad. From what I understand (hearsay) on an STI is okay since it has a sensor that disengages the rear diff when you do it. On a regular WRX, you're locking up your rear diff and heats it up pretty badly since all the stored energy is going into the diff.