The engineers at Ford have seen fit to turn the simple, reliable horn circuit into a Rube Goldberg system that involves two computers. Instead of the horn switch turning on a ten-dollar relay to blow the horn, the switch sends a voltage to the most complicated computer on the vehicle, the instrument cluster, which interprets that and sends a digital signal to the FEM, (Front Electronic Module), which turns on the relay to blow the horn! The typical repair bill for a dead horn is $800.00 and needs to be diagnosed by the dealer. I hope you report back that your repairs didn't cost that much.
I'm not sure which year they started that insane nonsense but it could include an '02 model, and I can't remember if the horn relay is in the under-hood fuse box or if it's part of the FEM circuitry.
The fact you're hearing a clicking under the dash suggests you still have the older, common sense circuit. Horn relays don't fail real often, and your vehicle likely has two horns, a high note and a low note. While horns do short sometimes, it's unlikely both would do that at the same time. One shorted horn will cause the horn fuse to blow, and you wouldn't hear the relay click. All of that suggests there could be a single broken wire going to the horns.
First, see if you can determine where the clicking sound is coming from. Look for a relay under the dash or under the hood. If you do find a relay, measure the voltage at one of the horns while a helper presses the button. In the meantime I'm going to try to find a diagram of the circuit.
Thursday, September 15th, 2011 AT 7:16 PM