I bought a used one off eBay and sent it off, but if memory serves, they will send you a loaner if you pay a refundable deposit (£50?). Get in touch, they're very friendly. http://royalsteeringwheels.com
I didn't swap it myself, it was done with some other jobs by my tech, but I think it was a couple of security screws and a big nut. Usual safety measures on airbags, disconnect battery, etc.
http://www.350z-uk.com/topic/32500-how-to-remove-the-steering-wheel/