Suburban runs, only with key in start position

[Yerboogieman]

So my Suburban was having problems a few months ago, so I fixed my Saturn and just drove that while the Suburban sat in the garage.

Well, the Saturn finally blew the trans completely so this is my only other vehicle.

The problem goes like this, I can turn on the key and get all the accessories, then when I go to start it, it will start for a second and turn off. But if I keep it in the start position, it will keep running. If I put a wire from the battery straight to the coil, it will start and run just fine. What could this be? I've been searching for shorts, I cleaned up the connections in the fuse box, and replaced the coil wire, and the wire to the starter, but still nothing. It has an HEI conversion.

Thanks guys.