2003 Sable horn relay

Ok, but. I have checked the fuse box and don't see the relay, there are a few "square" relays in this fuse panel but not a "rectangular" shaped one. ( Note: I purchased a Horn relay from the local auto parts store and they sold me this rectangular shaped one).
I have checked the fuse and it is OK ( ie press the horn on the sterring wheel and I hear the click, remove the horn fuse and then press the horn again, no click; reinstall the fuse and I get the click back.) Should I be replacing a "square shaped relay"?

OK, but.
1. I have tapped the wire area/fuse block area and the horn did sound a few times. I cannot get it to do it again.
2. Is the horn near the battery ( ie front driver side?) If not, where is it located.
3. Is the rectaangluar relay the wrong one? Yesm it clicks, but that doesn;t necessarily mean the relay is making a closed circuit. I would think trying to change it would be a quick/cheap check, right? The relay I purchased definitely doen't go in the fuse block compartment.