Hi. It's actually pretty easy these days. There are so many products available now to interface with CAN. For the steering wheel controls, those are on the low-speed CAN bus, which is a two-wire CAN bus (technically I believe it's the CAN 2.0B standard) that runs at 125 kbps.
By watching the messages on the bus, you can easily see which ones are the steering wheel control messages by watching the bits flip in the message. Most decent tools should allow you to easily see this.
I've had good experience with Kvaser products: www.kvaser.com, but their prices limit these to perhaps very hardcore carputer people doing some serious stuff.
B&B Electronics has always been good to me. I have not tried this particular part, but at least it's more reasonable and you will always get good support out of them and they will back up their products. That and it looks nice and SIMPLE, which is always good: http://www.bb-elec.com/product.asp?sku=CANSTB
Here are some other products, even less expensive, and if you prefer USB: http://www.c-a-n.com/canusblite.html