Yeah, the whole thing has to be taken apart. It really seems like a hassle before you think about what has to be done, but if you have your tools ready and a guide to help you along, it only takes half an hour from gray to "CF" good-ness
I found a good guide on IWSTI for installing a Momo wheel i think it was. It gives you instructions on how to take the stock 08+ one off in great detail with pictures. and installation is a breeze once you've taken it apart once.
However i don't recommend doing this at night if you don't have a garage. I thought to myself ill just put the dome light on so i can see what I'm doing. Then when i got in the car, i had no power because i had disconnected it. Ended up doing the whole thing with a flashlight in my mouth.
I recommend not unscrewing the nut off the steering column all the way though so when you manage to crack the wheel off the column you don't hit yourself in the face with it.