I need to replace my ECM, where is it located?

It is located left side engine compartment (see attached photo)

It is highly unlikely that a new PCM will help in any way. You also can't simply replace it. The new unit has to be programmed by the dealer before it can be started.

Maybe I have the part name wrong, cause the replacement looks nothing like it. How about the location of the ignition control module. Sorry for the confusion.

I think you need to start from scratch with a compression test, fuel pressure test and spark test. Make sure there are no vacuum leaks and that the injectors are not causing this issue.

Roy

Big difference. Which engine does it have?

Did all that. 2008 Chevrolet Cobalt 2.2L SFI DOHC 4cyl

It's #2 in the picture. As ASEMaster6371 stated, unless you have lost 2 cylinders entirely, it's pretty unlikely that this is your problem and you probably should be doing more testing. Simply throwing parts at it will get very expensive

What were the results and how did you check the injectors?

Roy

The problem is electrical. It starts before it reaches the coils. Not the injectors! Gas mileage sucks and acceleration also effected.

An ignition module is simply a switching device that operates 3 separate coils. It either works or it doesn't so if it's the problem, you will lose the effected cylinders (pair) permanently.

Where about is it located. Somewhere inside the car

Could it possibly be a relay?

A relay will not do that. You need to find out which cylinders are miss fireing. Then check compression spark pulse