I also don't have a Nitro, but I can tell you that in the LX models- 300, Charger, Magnum -Chrysler/Dodge does not use this locking system and I suspect this is the case with the Nitro.
(P.S. Posting in all caps comes across as shouting online and also makes posts more difficult to read )
You've probably already found the information in the owners manual. However, in case you haven't, on page 16 it explains the steering wheel lock "if equipped." And if I understand it correctly, it is only available on vehicles with the manual transmission and engages at a half a turn in either direction with the key out of the ignition switch.
My SLT auto trans does not have a locking steering wheel. Hope that helps.