Normally I would advise that any messing around with AIRBAGs should be left to someone who knows what they are doing, especially if your unsure yourself
, due to the fact that you could pay a mechanic to change the steering wheel & AIRBAG over which should take around ½ an hour - 1 hour to do providing there are no problems as much as it may cost you to get your AIRBAG light turned off if you accidentally activate the AIRBAG light (if the mechanic turns it on it should be down to him to turn off, unless it's a problem with the supplied parts).
It describes the procedure (removing & replacing AIRBAGS 2 & 3 spoke) clearly (with pics) in the HAYNES Workshop Manual which is readily available now, jobs in there are rated 1 spanner to 5 spanner ratings and in there it states removal of AIRBAG system parts are a 3 spanner rating (
Fairly difficult, suitable for the competent DIY mechanic).
The only advice I can give you if you do decide to do it without describing the whole procedure, is before you start, put your wheels in the straight ahead position, disconnect the negative terminal on the battery (making sure the lead can't spring back & connect) for at least 5 mins as the AIRBAG module holds a small charge in-case the battery is disconnected in an accident, make sure all the connections are securely fastened back on properly and be careful not to damage the connectors removing them in the 1st place, once the AIRBAG & the steering wheel bolt is removed try and mark the steering column (with a line or mark to give you a guide so you know roughly when the wheels are straight ahead as you can move the wheels trying to remove the steering wheel and once the steering wheel has been removed you wont know where straight ahead is
(there will be a factory mark / notch there somewhere but it's not always clear where straight ahead is, this mark is to realign the steering wheel should you be removing & replacing the original steering wheel with the original steering wheel, the mark on replacement steering wheels (off a different car) is not always in exactly the same place
).
Taking all the above into account on fitting your new steering wheel put it to where you think it is straight and tighten the centre bolt, on a 2 spoke wheel you can fasten the AIRBAG on as they are easy to bolt up & loosen off however a 3 spoke AIRBAGs are very easy to fit as they just snap into place but are very difficult to remove again (if your not experienced in removing them), follow my advice on marking the column, snap the AIRBAG into place properly and hope you get it straight on the 1st go
, if it's not straight you may have to do it all over again (to straighten the steering wheel), and as I said 3 spoke AIRBAGS can be quite difficult to remove if you have to (if a mechanic misaligns the wheel it should be down to him to put it straight).
From what "batou" has said it sounds like misalignment of his steering wheel was part of his problem as-well, because a steering wheel that looks straight when stationary can be a long way of centre when driving
(if you mark the column and luck is on your side you could get it right 1st time).
Another way to do it, to make sure that the wheel is straight (if you have access to an AIRBAG light re-setter) is to drive the car without the AIRBAG fitted (this will trigger the AIRBAG light), just enough to check that the steering wheel is straight, reposition the steering wheel if needed, once the steering wheel is straight fit the AIRBAG and then have the light turned off with your re-setter.