I put th key in the ignition and it will not turn. Headlights come on, can't turn the wheels they are in a straight foward position.

Not a lot of info here. I am assuming you are saying you can't turn the key in the lock. If the steering wheel is under pressure (can happen even with the wheels straight ahead) the lock mechanism can be putting pressure on the key making it very hard for the ley to release the lock mechanism. Try pulling on the wheel in one direction and turning the key. If nothing, try turning the wheel the other direction and try turning the key. You may need to replace the lock mechanism. This usually involves being able to turn the key in the lock or having to drill the lock. You are probably going to need a locksmith for this one but at least that is cheaper than going to the BMW shop. Of course you are not completely free of BMW because if the locksmith has to punch the lock, you will need to get a replacement.

I turn the steering wheel to one direction then turn my key. Bingo! it turned and started the car. Thanks!