i have the opposite problem!
with my truck (and the 91 f-150 my dad had) you can pull the key out of the ignition with the engine running! i don't know why it does that, anybody have any ideas?
i like it like that, tho, i can stop at the wawa (a 7-11 like store) and leave my truck running and locked, so it stays nice inside it while i run inside. expect for that one time i left it running and locked the key inside in the ignition...