An apparatus (10) helps protect an occupant (14) of a vehicle (12). The apparatus (10) includes an inflatable vehicle occupant protection device (22) inflatable between a steering wheel (30) of the vehicle (12) and the vehicle occupant (14). A housing (26) helps support the protection device (22) on the steering wheel (30). A cover (40) helps conceal the protection device (22) in a stored condition on the steering wheel (30). The housing (40) includes a retainer element (132) that extends from a side wall (124) of the housing. The retainer element (132) includes a base portion (232) and a head portion (234). The cover (40) includes a retainer aperture (230) through which the head portion (234) is extendable to help secure the cover to the housing (26). The head portion (234) has a dimension that is greater than a diameter of the retainer aperture (230). The cover (40) is configured to deform elastically to enlarge the retainer aperture (230) to fit over the head portion (234) and thereafter return to its non-deformed condition to form an interference that helps retain the cover on the retainer element (132).