Ignition Switch=Cold Start Problems?

[justhoppy]

I have a 1996 GTI 2.0L with an automatic tranny.
I've read plenty about people having problems with their ignition switches and trying to start their car when it is hot. My problem happens when the car is cold, like below 32 degrees outside temp. The car will start and run as long as I hold the key in the start position, (just hope I haven't caused serious permanent damage by figuring this out) but as soon as I release the key to the run position the car dies instantly and all the dash lights and such go dead.
I have seen a DIY for the MK3's about replacing this switch without having to remove the steering wheel but can't find it again. If anyone could help with either of these issues I would appreciate it greatly.
Hop