Go to a locksmith and get some proper lock lubricant to squirt in to the barrel.
Dont use WD40 or similar spray oils, they might solve the problem short term but will dry out and make the lock even stickier after a little while.
If the lubricant wont work it may be that the key is worn (have you tried the spare?) or the lock is worn and needs replaced.
I assume you have tried wiggling the steering wheel while turning the key to make sure it's not just holding on the steering lock.
spenny
November 2009