Thanks for using Just Answer. I will be glad to assist you.
Do you have the key in the "ACC" position??
Please refer to the diagram below:
Depress the square locking button on the top of the ignition lock cylinder module and slide ignition lock cylinder assembly from ignition lock cylinder.
You need to move the lock cylinder into the "ACC" position to remove it.
Also, these ignition lock cylinders have been recalled by Saturn. You should be able to have this repaired for free by Saturn. They should also cover towing if you have the vehicle stuck somewhere.
Please call your dealer to make sure your vehicle is covered under the recall.
Please let me know if you have any further questions about your issue.