Tools you will need.
-T55 Torx bit, or 12 point bit that some of you may have used to take out
head studs when doing head gaskets.
-Torque Wrench that will go down to 50Nm, or 37 Ft-lbs
-small flat head screwdriver
-rachet and extension for bit
-10mm socket/wrench
-radio security code(if you are still using factory stereo)
Steering wheel removal;
-make sure wheels are straight and steering wheel is straight up
-Disconnet your battery(both pos & neg)
-insert key and turn to the on, but not run position
-rotate steering wheel 90 degrees to one side, you will feel a small hole on the top behind the wheel
-insert the screwdriver into the hole with the blade flat as far as you can. You will want to angle the screwdriver so that the handle is as close to the steering column and the blade is as high as you can get it
-Pull up on the handle of the screwdriver. What you are trying to do is push down on a small spring within the steering wheel that holds the airbag latch secure. You will probably have to try a few times, but you will see, hear, and feel it release when it does.
-Turn the wheel 180 degrees to the other side and repeat on the other side
-You will now have the airbag loose, but it the wiring will still be attached. You will need to unplug the yellow connector from the column, as well ast the brown and black wires for the horn. When this is done, you may remove the airbag. Always lay them down VW emblem up, as the airbiag is not meant to support the weight of the internal firing mechanism.
-With your 12 point spline tool, remove the bolt in the center of the steering wheel.
-Remove steering wheel and set aside.
Now comes the fun stuff....
I used a MOMO steering wheel adapter, and they are pretty basic in design, and in stock form will not cancel the turn signals or allow the horn to work. I will explain how to make both work.
This is the column with the steering wheel and column shrounds removed.

When the turn signals are activated, this small tab sticks out toward the steering wheel.

There is a tab on the factory wheel that will push it back into place and thus, shut off the signal. The MOMO hub adapter does not do this, so it must be modified. I drilled and tapped (M4 x .7)the tab sticking out of the hub adapter and extended it. It must not only be extended out, but you must also bend it slightly towards the signal tab. I loc-tited the bolt to make sure that it doesn't go anywhere. The bolt must not stick out farther than the other side of the tab, or the hub will not slide onto the steering colum. I would suggest using one that is about 1-2mm too long and grinding it flush with a dremel tool. That is what I did. This will now cause the wheel to cancel the turn signal like the original wheel.

The second problem is that the MOMO/Sparco setup's horn does not work the same way. You must create some way to connect the wiring from the steering wheel to the horn honk wire. I used an old feeler guage and cut off one of the feelers to use as the contact between the column and the brass ring on the adapter hub. There is a small hole at the bottom of the column that I put a small bolt though with the feeler on the front and a ring terminal with a wire pigtail on the back.

The feeler needed to be trimmed somewhat so that it would contact the hub correctly. The feeler is pretty brittle, so it looks a bit choppy.

Onto the wiring, the pigtail must be connected to the Brown/blue wire in the airbag harness. When this wire is grounded, the horn will sound.

Pigtail soldered to the brown/blue wire.

Harness taped up and secured to the factory harness out of the way.

MOMO hub attached to the column. The black and yellow/green wires will be connected to the horn button on the Sparco wheel. The yellow/green wire is grounded to the column through the hub bolt, and when the button is pushed it feeds ground to the horn circuit, and sounds the horn.

Wheel bolted to adapter hub with center and horn button installed. Steering wheel is done!

Re-connect the battery and check the signal and horn operations. If needed, re-code your stereo. You will recieve an illuminated airbag light on the cluster, since you removed the airbag. I have heard that you can turn off individual airbags with the VAG-COM, but I have not tried it. This car already threw the light, as he had already removed the front seats that had airbags in them. He doesn't mind the light I guess!
I also installed a Sparco Globe-X shift knob and MOMO leather shift boot.

Sparco Speed seats complete the blue/black Sparco theme in the car. Blue Sparco 4 point harnesses are in the back of the car, I haven't gotten to the yet. Soon to come.

Hope that was informative. IM with questions if you want!