The horn is driving me crazy! (Shorting out, so the horn is always making a noise)

[Pabloako]

There is a plastic insulating sleeve that goes between the outer steering column and the ignition housing, if that is missing or in the wrong place your horn will be doing what you already know, continuously on. 
Also check the wire that comes up the column and make sure it's on the correct side of the steering coupling disc at the bottom of the steering shaft.
Where are you located?

Fixed it!  The issues was at the top and the plastic sleeve you mentioned. I removed it and wound a load of silicon tape (the stuff you can use to put a temp fix on a water leak). It is all fitting nice and snug and the horn now  only works when I want it to!

There is still about 1.2v between all the time between the outer sleeve and the inner column, however that doesn't seem to be enough to make the horn work until I press the button and then it jumps up to 12.8v.

I class that as a victory!