Yep we have the switch where you can remove the key and still go from on to off.
What's interesting is that according to this pictorial. Your A and I terminals are reversed.
Another wrench in the gears. Your set up obviously works though, which is good. We have it wired according to the pictorial. So basically compared to yours, our A and I terminals are reversed.
What's the deal with that?
See here
http://i1023.photobucket.com/albums/af352/vincentmilone/ScreenShot2012-07-16at113817PM.png