To remove a steering wheel airbag, remove the battery power and airbag module, disconnect the wires and remove the wire. Install a new bag at that point, and then connect the wires before driving.
Remove the battery, and use a multimeter to find out which cable is negative. Remove this cable from the battery and wait 10 minutes, as it is necessary to ensure all of the power is gone. After that time, remove the torx screw that secures the airbag, and do this by using the access holes from the backside of the wheel. Slowly lift the steering wheel module to detach the wires.
After removing the module, there are two wire sets underneath. One is for the horn, and the other is for the module. The module wires are yellow with black, so take needle nose pliers and carefully remove them by wiggling them back and forth from the terminals. With these wires out, remove the black wire and the wire that connects the airbag to the tube, which connects with tabs. At this point, remove the airbag, but do not place it near any source of electricity. One jolt of static can make the airbag deploy.
To install the new airbag, connect the plastic piece while holding the bag near the steering wheel. Connect the horn wires, and then install the tubing. Twist the tubing clockwise, and push it down to secure it to the wheel. Reconnect the new wires, re-screw the torx screws in the steering wheel, and make sure it is secure before driving the car.