Here's a shot of the removed airbag
Before you do anything, let's remove the fuses so you don't piss anyone off honking the horn accidentally 50 times and/or screwing something up and blowing the airbag unintentionally. The fuses circled in red need to be removed, they are all horn related fuses and are also pictured on the fusebox cover diagram.
First you'll need to go the side of the steering wheel, there are 4 holes on each side but it's the bottom 2 you should be working on. There is a metal pin if you look inside the holes. You need to grab a screwdriver or something similar and push that pin inwards of the steering wheel, while simultaneously pulling the airbag. Do this to each pin on both sides and pull the airbag out, it is semi-difficult. Gave me a bit of trouble.
Now unattach the plugs from the steering wheel.
Now it is off the steering wheel
YOU ARE DONE REMOVING THE AIRBAG!
To remove the steering wheel there is a nut in the dead center of the steering wheel. Remove that and it should pop off. Or screw off. Not sure of the socket size though .