the contact and spring goes through the steering wheel and makes contact with the top of the steering column bushing. Is this the piece you replaced?
http://www.americanclassic.com/images/SMBC6.jpgOnce the steering wheel is on, you install the contact plate
http://www.americanclassic.com/images/HCP5.jpg The horn button "snaps" into this piece. If this is all rusted or corroded inside, it will not make good connection and will not activate your horn relay.
Have you verified your wire that goes down through the steering column is not broken?