Sometimes the key sticks when you're taking the steering lock off and you need to find the position in the lock that the key needs to be in. I know that sounds pretty cryptic but with mine I have to push the top of the key towards the front (as well as pushing down on the key) of the bike to turn the steering lock. Oddly I don't need to do this for the ignition when the lock's off.
Have you got any pressure exerted on the steering lock while you're trying to unlock it?