Right. And memory serves me correctly, there are indeed holes on the back of the steering wheel itelf, but there are 2 round covers hiding the nuts that retain the airbag to the wheel. Take a pick or pocket screwdriver and pop the covers out, remove the nuts from the studs, and pull the airbag out. Again, let me stress to disconnect the battery upon replacing the airbags.
The passenger side has a form of self tapping screws that hold it in. Good luck and let us know what we can do to help.