You may have a bad ignition lock cylinder. Do you get a noticable Click/Clunk when you remove the key from the ignition? Also is there any resistance when turning the key from the off position to the on position. If the answer to these is no, then it's probably a bad ignition lock cylinder. You shouldn't be able to turn the key to the off position and remove it without hearing/feeling that click/clunk. Also, if you don't feel/hear theis, your steering wheel is probably also not locking. The next time you get in the car, tru and turn the wheel without the key in teh ignition. If the steering wheel will turn and not lock, the ignition lock cylinder is your problem.