Hi,
It was a while ago but I think i used this one, and moved the slip ring over from the BMW steering wheel to the rear of the boss so that the horn worked.
http://www.ebay.co.uk/itm/OMP-STEERI...QAAOSwPh5ZOBdc
I paid £70.33 when I bought it.
Mine is a April 2002 3.0i MSport. The older cars have a different sterring wheel airbag setup and mount from what I remember so couldn't use WCA's guide as my car setup was different, however there was a great guide for newer Z3's on one of the Z3 forum sites that I used, don't ask me to find it, as I say it was a while ago.
I also bought a cheep airbag reset light device that plugs into a round socket in the engine bay, this was a well worth purchase to confirm that all the circuits were cleared and clear of any fault code.
Good luck!