Nope- the steering wheel lock is a mechanical lock independent of the alarm system. It gets set after you turn off the Disco and turn the wheel to a certain point. You may even do it without even knowing, such as getting in the Disco and moving the steering wheel with your leg.
The only suggestion that I have is to make sure the front wheels are pointing straight ahead. If they are turned, I have experienced that is it quite difficult to get the steering column to unlock.
I would have the key cylinder checked as soon as possible. That also may be to the point of being worn.