The Mitsubishi Montero has an ignition lock to prevent anyone who doesn't have an ignition key from turning the steering wheel to unlock the ignition column. Auto manufacturers like Mitsubishi have used these locks for years on their vehicles. The process for unlocking the steering wheel is not difficult and only requires the ignition key.
Place the key in the ignition located on the right side of the steering column.
Push the key in slightly and turn it one click to the "auxiliary" position.
Turn the steering wheel to release the lock. The engine is off so the power steering assist is not on. Turning the wheel takes a bit of effort. If the wheel still does not move, start the engine. This engages the power steering assist and makes it easier to turn the wheel.