the yellow wire in the middle is the air bag to clock spring, the other black wire next to the yellow wire is the radio controls.
that black wire looks wrong to me. (clipped to the air bag) you need two wires out of the air bag. the push in and turn one there thats power, not the ground.
at least on my car.
i bet if you take that wire off the air bag, the black one, and then ground it. the horn beeps. thats after you change the fuse again, cause that would explain the blown fuse.