The problem I am having is the cruise control will not turn on. If you turn the wheel to the left with the cruise control switch facing up it will turn on, but when it is facing the right it will not turn on. Any suggestions, or ideas of what the part that controls this on the steering column is called.

It's called the main switch. Most likely at fault, however, the clockspring which is the wiring for this in the steering column also could be the culprut. Most of the time, though, it's just the ground wire behind the airbag squib.
Is the airbag light coming on at all?

In order to check ground connection, the drivers side airbag must come off. To do this, disconnect battery. Wait 5 min. Pop the covers on each side of the steering wheel. There are 2 torx screws, T30 I believe, on each side. Loosen them till they just spin.
Pull the airbag towards you and disconnect the yellow harness. That's the airbag wires and they're always yellow.
Place the airbag on the pass floor facing upward for safety. Now, your cruise switch is in plain view. A black connector going to the clockspring, and a single ground wire with a male/female connection.

Had the same problem with my 03 GT-S. Turned out it was one lead inside the clockspring. There are three leads going to the spring connector-2 from the CC control sw(red and white). and one(yellow) going to the gnd spade. Check the clockspring for continuity between all prongs(front to back connectors). Mine had no continuity on the red wire prong, so I moved that wire and its back side mate to the number 4 position, which was empty. That enabled the CC master to function again. CC works now.