I had the same problem and, after looking at what I thought was everything, replaced the relay. It wasn't that: relays don't go bad very often. I found it was a matter of the horn itself not being properly grounded. There is one wire (power) and it is grounded by the mounting bolt through the mounting stem. I cleaned the mounting tab, sanded the hole, cleaned where it was mounted and it would sporadically work. I finally replaced the horn (it would work fine when hooked up directly to a battery!) with a unit from Advanced Auto Parts that had a ground wire fitting. Hooked that up to the main ground bolt in the area of the horn and it has worked since. I now have a spare relay that I'll probably never use. To answer your question, it is in the relay box on the most forward driver's side relay box (relay box #6) the smaller of the two in the engine compartment towards the front of the car. It should be labeled on the inside of the lid which relay it is.