The lock mechanism is physical. If the key won't turn, then the key is most likely not for your vehicle. Compare it to a working key. The hills and valleys should be identical. If the key turns but the car won't start, the transponder code built into the key needs to be added to your car. The dealership and some locksmiths can do this. Or you can try out the eBay device mentioned on this thread and let us know if it works.
The only other possibilities I can think of are:
The steering wheel lock may be bound up. If your other key works, this isn't it. Otherwise, wiggle the steering wheel back and forth a bit and see if the key turns.
The key is very worn. Try flipping it upside down and see if it turns that way.