JM0511rx8

Hey guys,
So I bought an rx8 recently, and I'm new to cars. So the car came with an aftermarket steering wheel, and I've been trying to set up the horn. I was following some videos on installing the horn with an after-market steering wheel and following every step as they said, but my horn wouldn't go off. So then I checked the fuse and it was blown. But when I put in the new fuse, the horn goes off and then the fuse is blown. Not sure what the issue is. I also tried getting a new relay, but the horn goes off and blows the fuse with both the new and the old relay. My guess is it has something to do with the wiring, but I don't know much at all. I've also been looking and saw it might be a short in the circuit, but again, I don't know. So if someone could give me some tips or help me out here, I'd greatly appreciate it.

Thanks