Check all visible wiring for the horn that you can find under the front bumper.
Did you put the terminals on the correct way?
You can take off the air bag IF YOU KNOW WHAT YOU'RE DOING!!!! But if in any doubt whatsoever, then don't touch the airbag!
There's a how-to on removing steering wheels in the how-to section, VY/VZ, and there's something in there about VT/VX, too. But like I said, don't just go pulling your air bag off. I personally would doubt that the problem is in the horn pad, but you never know.
'Ah well, I suppose it had to come to this.'