Two words for you, either bearing puller, or steering wheel puller, yeah there is actually a tool for pulling steering wheels off!You havent taken off the boss kit yet, thats the part your trying to remove! See when you tighten down the gold nut you kind of wedge the boss kit down onto the steering shaft splines. So to save doing any damage get yourself down to a garage and borrow there bearing pullers, that'll get you sorted in about 5minutes!
Rgds
Paddy