The solenoid will not pull up until you crank the engine. If you only turn the key to ther run position you can manually push it up and it should hold unless there is problem with the relay. Try to start the engine, after it cranks and if it doesn't start, leave the key in the run position and check the solenoid. If it is down, try to push it up, if it holds, then try again to crank the engine again and it should start.
Let us know what you find.
Terry