I just did this last week using the video that TireFryer linked. It is well done and can get you through everything you need. I went to NAPA and they had all 3 custom tools you need (get their brand). Expect to have to go forward and backwards a couple of times.
Remember to disconnect the battery before doing this.
When I got into this and weeks after being deep inside, I wish I would have gone ahead and removed the entire shaft and sent it off to the steering wheel shaft people who only do these for a living. The guy via phone was very professional and after spending many frustrating hours working on it, the $200 or so would have been worth it to have it gone over and taken care of. Steering Column Parts, Replacement, & How to Instructions