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Look, seriously, you haven't given us a lot to go on. WHICH steering wheel, the standard two spoke or the sport wheel hub? And what exactly is the problem? I usually use a breaker bar or long 1/2 drive ratchet to turn the screw on the puller.
The Sunex 3900 should work fine. Depending on the wheel, you may need to separate the wheel from the hub, and then pull the hub. It's just a splined shaft.