Richard,
This is the steering wheel position sensor, you don't need or want to remove this. You posted a picture further up in this thread of a steering wheel, and a steering wheel colum. (white gauge cluster in the background) Is this your car??
If so, all you need to do is remove the horn button from the steering wheel, connect the plug (which is for the horn), ensure front wheels are straight, and put steering wheel on straight. Apply washer, tighten up nut which holds steering in place. Apply horn, done. I recommend applying a little grease or CRC/WD-40 to the tapered part of the steering wheel to aid in getting the steering wheel off a bit easier in future.
Is there any reason why you think that the steering wheel will not go straight on?? It looks like it will to me if the pics above are of your car.