Yeah, what they said above. It's definitely the switch in the column. I also recommend the Ford part, but if you're in a hurry and need to save a few bucks, check with the usual parts stores. Heck, AZ and those guys might not even carry that one.
The connectors somtimes get "welded" to the switch from the heat of the malfunctioning switch. Old Ford blower speed controllers were good for that. I've seen it on a few HL/Dimmer switches too. That kit sounds like a great deal, all the parts you'll need, then you know you'll have it fixed. I'm 99.9999% positive that it's the switch in the column though.
Wheels have to be striaght, so when you put the steering wheel back on, all you have to do is line it up straight. That way you don't end up driving down the road with a crooked steering wheel.
!!!ALSO!!! Even after you disconnect the battery, REMOVE the air bag fuse(s) too! There's a few capacitors in the system that'll still hold a charge and set them off!
Another trick is to disconnect BOTH cables, then touch the CABLES together, that'll discharge the capacitors, but I always always always yank the airbag fuse too!
Let us know!