Disconnect the battery, then install the wheel, then reconnect the battery.
If the horn is still blaring when you reconnect the battery, I'll write some more.
The inside of the GT/Fire Arrow steering wheel should look like this except with a whole wire running from the plate, through the hole, and to the base of the steering wheel. NOTE, that if you mess with the other three screws (like I did when I put my steering wheel on) you run the risk of having the screw touch the plate, grounding it, and causing the horn to blare. In which case, you have the option of removing the screw entirely and replacing it with a plastic one (unfortunately for me, my screw cored out and I cannot remove it), or you can snip the wire and cover the ends with electrician's tape.