Are you sure the steering wheel is loose, or is there excessive play in the steering system? What symptoms are there.
The steering wheel center hub has a tapered spline that interfaces with a splined section on the end of the steering column shaft. The wheel is held on by a nut that is threaded on to the end of the shaft. Even if the nut is loose, the spline will prevent the steering wheel from spinning freely on the shaft. That'* why I need you to describe what you mean by "loose".