It's two different connectors:
Airbag->front orange connector->slip ring->rear orange connector->vehicle harness.
Just pull the front connector from the airbag, undo the nut, take the steering wheel off, disconnect the rear connector from the harness on the steering column. Do the opposite to put the other wheel on.
Originally posted by djcontra
I think this is the step I got stuck at. Can you explain a little further how I do this?
Also in your last picture, you show the orange connector poking out the back of the wheel, and in the pic before it, it's in front. How did you do this?