I had a similar problem on my 2000 Passport. Turns out, there is a cable that runs from the auto shift lever up to the ignition switch. When the lever is put in park, it moves the cable which disengages a nylon "stop" allowing the igntion key to be turned either to the on or off position. This is to prevent the car from being started in anything but "park". Look for problems in the linkage either at the shift or at the ignition. On my Passport, a tiny screw at the ignition end had come loose.