if you look at the picture on shoebox's site:

http://shbox.com/1/steering_column_exploded.jpg

the item number 6 (lock, shaft) is where I am stuck at

What kind of tool to use?
I tried to pry it off with absolutely no success

 

I tried to borrow a puller but I can not fit it in there.

Any idea?

 

You have to use a compressor to push the lock plate in, so that you can remove the snap ring. It's a very simple and cheap tool you can buy/rent at most auto parts stores.

 

yes, I have done that, but I am stuck on the next step:

The wheel with the notches that is used to lock the steering wheel. I can not get it to move even a little bit.

 

That's what Shoebox is telling you. You need a tool like this:

http://www.grainger.com/Grainger/ite...0Lock%20Plates

You thread it onto the steering wheel shaft, and it compresses the ring down. Then you remove the C clip (number 5) and the ring comes off.

 

ahhh! I realized I didn't think right:
I had removed a clip with the lock plate compressor, I didn't think there was two!

ok, this is now done!

I am trying to find out why the key is very hard and needs to be forced; I removed the ignition switch, so it is not the problem.

I now finally removed the key cylinder and it works smoothly.
so it has to be something in the mechanism in between...

do you know what size torx screws are there? I see three and I don't have a bit that fits them

 

I'm not sure what size they are, but when you get that housing off you can take a closer look at the sector gear. The metal shaft that the lock cylinder turns goes through the lower housing across to a vinyl gear (sector gear) and you may very well have sheared some teeth off of that.