hey dude,
sounds like ur horn wires are earthing out on ur steering wheel. Have had the same problem in a commodore, being horn going off when steering. Not exactly sure how to take apart a skyline steering wheel, but if u disconnect ur battery, (negative first, then positive) for like 15 mins with key turn 'on', this should drain out any charge left in solenoids etc, so ur air bag won't 'pop' while ur mucking around. When u recon u've fixed it, make sure u plug ur bag in correctly, key off, connect ur battery (positive first then negative) and see how you go. Hope this helps.
Michael