84 CJ7 turns over but wont stay running
So i'm sort of a newbie... this is my 3rd jeep but the first one i've had to do a lot of work on. When I turn the key all the way, i get nothing, but as I let the key back it turns over my engine. when the engine finally catches, and i let off the key it shuts down. Its got a brand new battery and starter solenoid (put them in yesterday). I'm wondering if it is having issues because of the cold (its 28 out right now). I've only owned the jeep since august and it has been one headache after another. Any help would be great. I ordered a new ignition cylinder but i have NO CLUE how to replace it... so if thats the problem, help on that too would be great!!!