Removal, the easy way:
1. Remove the instrument cluster.
2. Remove the wiring at the back of the lock.
3. Turn the key to position 1. Then pull out the key.
4. Undo the bolt clamping the lock down.
The lock assembly is Tee shaped (-|). The top half of the tee gets the key and the wiring. The bottom half has the steering wheel lock sticking out of it. Look for the little button that holds the lock into the steering column. It is half way up the base of the tee, and a little bit forward (in the driving direction) to make it hard to see. That button doesn't move if the column lock is engaged.
5. Push that button in with a small screw driver.
6. Wiggle the lock and pull it out of the column.
Removal, the hard way:
Follow the above instructions, except for step 3.
There, you will have to drill out the lock tumbler.
If you are lucky, you are turning the key far enough to depress that button. Once that button is free of the hole it's in, you can return the key to position 0 and remove the key that way.