You'll need to get yourself a big socket (about 22mm I think). Gently prise the horn button from the centre of the wheel (or the cover from the middle of the four horn buttons in the case of an earlier model wheel) and unplug the horn wiring. Grip the wheel firmly and undo the nut (don't rely on the steering lock to hold it still as this nut is quite often very tight and you may damage the lock). Place the steering wheel in the position it would be in when the car is travelling straight (if you wheel sits slightly off centre when travelling straight set it in this position) and it should simply pull off of the steering column. In practice if the wheel has never been removed they can be quite tight on the column but a few sharp tugs usually do the trick, take great care not to turn the wheel while doing this or the column will be moved from the travelling straight position. Now your old wheel is off simply place your new wheel on as straight as possible replace the centre nut and rewire the new horn button. Sorry if this seems longwinded but it always seems to be the simple things that are hard to describe. Hope it helps.
Toby
