right, squirt penetrating fluid down the shaft!
leave the nut on but loose say half way down the shaft, it will go, mice was a **** to do but listen to this yer gonna love this.........
i hit mine without the nut on, fooked the threads up, went through the trouble of rescuing the threads so the but would go back on then found out my column had slid down about an inch maybe inch and a half, now if this happens lossen the bolt at the top of the column and it should come back out for you, its a tube in a tube thats pinched at the end, once it has squeesed itself in its a nightmare to get back out.
if all else fails i have a steering column fer sale! haha just so yer know what could go wrong for you as it did for me.