Officerdave,
I had the same problem with one in a NGPIU. First off, did your CenCom come with all the necessary plugs and connectors? Mine did not, and I eventually found out that Ford does not send everything and there is an upgrade kit you need to purchase from Whelen to get the 8-pin connector and the rest of the wires for the 14-pint connector (you'll need these for the horn ring function).
You have to use a relay as outlined in the CenCom manual. I use 5-pin Bosch-type relays, and they should be wired as follows:
From the 14-pin connector:
YEL (Output 12) -> Relay terminal 86
WHT/YEL (Input 4) -> Relay terminal 87
chassis ground -> Relay terminal 85
horn relay (one side of factory wire under dash) -> Relay terminal 30
horn (other side of factory wire) ->Relay terminal 87A
Once that is done, the steering wheel horn pad should activate the air horn by default; with the siren active, it will cycle through siren tones. If this does not work, try swapping wires between terminals 30 and 87A on the relay.
If that still doesn't work, let me know and I'll see what else I can do to help. If you need that "upgrade" kit for the CenCom, let me know and I'll get you the part number.
Chad