ShortShifter

I want to replace the buzzer in my car, the one that beeps when I first turn the key, or leave the headlights on, that one. I want to replace it with a different sound, a friend might give me his buzzer from a VW and I'd like to put that in, but I dont know the location of the buzzer relay. Can somebody guide me on where to look for that thing? I would greatly appricate it!

Thanks in advance

John