If you have an automatic, the information below, taken from jeepforum.com, may help:
"I finally figured out how to remove the key without locking the steering wheel for flat towing. From the “on” position: with the key pushed in as far as it will go, turn the key to the “acc” position (past the lock position), then pull out on the key, (it should move slightly outward but not out), holding it outward, turn to the lock position. When I do this the key comes out but the column doesn’t lock. I remember a salesman showing me this but couldn’t quite remember the exact procedure. Post if this works for anyone else. I have ‘05 Auto."
If you have a manual, it may not work:
"Your vehicle may be equipped with a passive steering wheel lock (manual transmission only). This lock prevents steering the vehicle without the ignition key. If the steering wheel is moved a half turn in either direction and the key is not in the ignition, the steering wheel will lock."
In 2008, some wranglers had steering wheel locks, some didn't.