noise from a box under my dash

under the drivers side dash of my 96 xj i keep hearing this buzzing sound so i reached up there and a little right of the steering wheel center line i found a box with a relay. so i pulled the relay and the noise stoped. i have no clue what it is for and i cant seem to find my serivice manual. the jeep started up fine and everything else fuctioned it seemed allthough i havent tried the blower motor since that was draining the battery when it was on. i also just powerwashed the inside of the motor but the unit is inside the truck and it didnt start making the noise until i left the key on for about 45 minutes listening to music while i waxed it up.

do you have an alarm system. Mine occasionally makes a terrible sound if i leave the lights on with the engine off, about 2 minutes afterwards it makes a waaaaah noise. It never happened till i got an alarm system. Could just be coincidence with the alarm but thats when my relay makes the wicked noise.

i think it has something to do with the turn signals since mine dont work now.