Type in "Momo Steering Wheel Installation" under Search and a few posts, under DIY, will appear which will outline the procedure. I started a post in January, 2010 wherein a Prime member attached a wiring scheme to use. I believe that there are some diagrams in the Dali Racing website as well.
I would guess that the wire attached to the hub is a ground wire. If so, should be attached to one of the connectors on the horn.