If it is the one at the top of the steering column then. as has already been said. it's a roght bastard of a job. Long nose pliers, screw driver etc and rip it to bits. I have heard of people pushing it further down the column (you still have to smash it a bit) but obviously there is a limit to how often you can do that!
But, I would expect that to allow the wheel to actually wobble around, rather than give play in the turn of the wheel.