Sounds like your SLU has failed. There are several things to try before replacing the SLU. You can find links to details at
Links to posts about Steering Wheel Lock.
The first thing to try is smacking the SLU a few times. This may cause the locking pin to retract fully and make the internal microswitches.
If that doesn't work, you can remove the SLU and manually push the locking pin to the retracted position.
If you manage to get the SLU unlocked, do NOT turn the car off until you pull the fuse or snip the wire. You can find details at the link above.
Good luck.