If the key gets stuck in both the new and the old cylinder, the only possible problems left would be that either something inside the steering column interfering with the cylinder causing the key to stick only when its installed, or more likely, the neutral safety switch for the car is broken. I'm not sure how it works on DSMs, but there is probably a solenoid which is operated electrically to keep the keys from being removed while the car is in gear.
Edit: The hynes manual goes into detail about how to test and calibrate the switch (which appears to be located under the shifter assembly).