I remember this happened to me before, but I don't quite remember where exactly this happened.
Try playing with the shifter, perhaps going from park to drive and back again a few times. I think there'* something wrong within my shifter mechanism, causing you to not be able to set the ignition to lock (it'* only happened once though). This is desirable when the car is in drive, such that you don't have any key-off steering lock accidents while the car is in motion. But if the car THINKS you're in drive when you're really not... well, problem there.