HI dave
Just changed mine on Sunday and it was a easy..... before attempting to remove any airbag please take note that the manual reccomends that you disconect the battery for at least 15 minutes before you try and remove either of the airbags to avoid accidental deployment of the airbag.
On the under side of the steering wheel there are 2 torx screws holding the airbag in place undo these unplug the yellow conector from the airbag, undo the 19mm nut holding the wheel in place and just pull the steering wheel of the spline (there may be slight resistance). Realign the replacment steering wheel (making sure the road wheels are perfectly straight) tighten up the 19mm nut properly, reposition and reconnect the airbag and retighten the torx screws. and bobs your unlce .. job done.
As a footnote I feel I should mention that I didn't actually disconnect the battery I just left the ignition off for about 30 mins although this worked well in my case it is recommended to totally disconnect the battery.
Hope this helps.