Hum... like they said disconnect the battery and wait 15 mins so that the emergency power supply in the control module depletes. When you are working on the air bag make sure that you are grounded. Also make sure that you treat it with utmost respect. always carry it face up. So in case it does blow, it will smash your feet, not your face, or hit the floor, depends how big your feet are. remember that it only requires about .5 volts to set off an air bag, so a static shock in the right place is all it takes. Oh yea if it does go off you wont even have time to get out of the way. Dont throw it around once you are done with it. You could sell it on ebay for a nice profit. But it can only be shipped by ground. (US laws for explosives)
As for the steering wheel, You can use a steering wheel puller once you losen the nut or you can lossen it and grab it on either side and give it a jerk as you pull, it should take it off the spline. Just make sure the nut is there so you dont punch yourself in the face with it.
Also potatoe is right about the clock spring. You will need it for sure, and it might be very expensive.
I'm a bodyman, so i change them all the time. I've seen videos of them going off unattached. Its a very dangerous component. So please be careful. And happy modding.
No good deed goes unpunished.