I got in a hurry once and ran the nut all the way out to where it was flush with the end of the shaft so I could "tap" it with a hammer and hopefully knock it out the back of the steering wheel. Well, as Jim mentioned, the metal was so soft that it just crushed the threads immediatly. Then it took me forever to find a machinist with a lathe that would turn those threads for me; No one wanted to do anything that was automotive related for some reason (I thought metal was metal and money was money, but apparently not the case in the Sacramento area). Just a word of warning to prevent someone from going through that experience! everyone else has brought up good suggestions for getting the wheel off.
Mark