Ok. It's not a big deal. There are a couple ways to work around it (or any steering wheel lock in general).
1) Completely remove the steering wheel lock. This is usually irreversible and takes a TON of work since most steering columns / ignition switches are installed with tamper-proof screws which are a royal PITA to remove. It is more time consuming but makes for a little nicer install.
2) Make a blank key copy (unchipped if applicable) and cut the key so that only 1/4" or less sticks out from the barrel. The key is turned to "ACC", then a cover is applied to help 'hide' the factory ignition barrel. Since the module bypasses the factory ignition electronically, having the key turned won't actually do anything as far as powering up any circuits. This method is a lot easier, and is completely reversible in case you ever decided you wanted to revert back to stock.
Personally I'd recommend going with the reversible method. When I do mine, I'll also be fiberglassing my factory shroud to remove the ignition barrel hole. This will completely hide all aspects of the factory ignition barrel, but still give me the ability to revert back to stock if I ever wanted to simply by just buying a new shroud.