Installed new aftermarket NRG steering wheel

There is a short somewhere. If you have pinched the hot wire or it is touching bare metal it is shorting to battery. This is because the horn is always hot and wired to battery. I would check fuse for horn and make sure it is correct amperage as it should have blown. Just take it apart and look for places where you damaged the hot wire or tounched it to the ground or have the hot wire on bare metal and fix it with electrical tape or even better heat shrink tubing.