It's been many years, but what I recall is that the horn button presses on around a round circuit board that acts as the horn contact. Once you pull the horn button off, the spring will no longer be holding the circuit board away from grounding on the steering shaft, so get ready to disconnect the horn wire (or pull the fuse before you start).
After the horn button is off, remove the nut holding the steering wheel adapter to the steering shaft, then pull the adapter off the shaft.
If you're seeing Allen head screws, I'm picturing the style that has two spokes above and two spokes below a disc spacing them apart - if this is the case, removing the Allen screws will not get you closer to removing the wheel from the shaft. You need to reach into the 'well' that the horn button is sitting in (I used to use a paper clip with a small hook bent on the end) to pry the edge of the horn button off the aforementioned circuit board center piece. Then remove the center nut and pull the adapter off the shaft.
Or, if it's just a single-level three-spoked chrome wheen, then it's actually easier to remove the adapter from the shaft while it's still attached to the adapter with the Allen screws.
Hope this helps... assuming my memories of them are correct. Apologies if they're not.
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Patrick W. Heinske -- LZeitgeist@aol.com
"There are two types of Fiero owners - those that have gotten ripped off by Toddster, and those who will get ripped off by Toddster."
[This message has been edited by LZeitgeist (edited 05-05-2011).]