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The union between the steering wheel and the shaft it drives is a tapered shaft like a "Morse Taper" most likely with a "key way on it" use a pulling pressure on the wheel a tap the shaft with out damaging the threads after you have removed the nut of coarse. Here is a example of the fitting at your helm /shaft & wheel.
you can click on small picture... just imagine the shaft running thru with threads and a nut.



http://www.totaljoints.info/Mechanics..._taper.htm