Whang et al. [1996, 1997> reported observations of a new double discontinuity in the interplanetary space and magnetotail. The double discontinuity is a compound structure of a slow shock (SS) followed by an adjoining rotational discontinuity (RD). In a pressure isotropic plasma the SS-RD compound structure cannot be maintained, because the normal flow speed downstream of an SS is less than the Alfv¿n speed and the downstream RD will overtake the SS. However, the Alfv¿n speed in a pressure anisotropic plasma may be highly reduced by an increased value of P∥/P⊥. We suggest that the observed SS-RD compound structure may be related to this anisotropic effect. In the hybrid simulations of a slow shock; the back streaming ions will result in high P∥ and relatively low P⊥ in the foreshock region. This leads to a region with highly reduced local intermediate wave speed. A rotational discontinuity propagating toward the slow shock from the downstream region would be slowed down in the high P∥ region and attached to the SS transition region to form a structure resembling a double discontinuity. We present hybrid simulations to examine possible results of the interaction between an RD and an SS, and the formation of a compound discontinuity. Our simulations show that there are two different types of interactions: (1) An RD passes through and propagates upstream of an SS, when a weak SS cannot provide enough high anisotropy (P∥/P⊥>1); and (2) a compound SS-RD-SS structure is formed in which an RD is trapped inside the transition region of a strong SS. In this compound structure, the SS is divided into two portions by the RD. However, this SS-RD-SS structure is somewhat different from the observed double discontinuity in which the RD is attached to the downstream part of a slow shock. ¿ 2000 American Geophysical Union