When you turn the wheel and take the key out, this engages the pin into the steering column... locking the wheel. This is a security device. (you probably know this already, I'm just stating for completeness)
Now, when you go to 'unlock' the wheel, do you turn it until the key is easy to turn or force the key to turn to unlock the wheel?
I always release the pressure on the pin before trying to turn the ignition and mine is like CoupeGirl's ... "buttah"
Hope that helps some...