If it turns out not to be the neutral safety switch adjustment (as described by sixt8bird), then it may be the ignition switch or actuator rod (as described by INJUNTOM). This can be a pain to fix/replace, especially if you have a tilt column. Here's a link to a description I found on google. He's actually tightening his tilt column bearings, but he has to go through all the same steps as you would to replace the ignition switch actuator rack in a tilt column car.
http://experts.about.com/q/Steering-...vy-caprice.htm