I've had that and with me it was the battery of the alarm - see
here.
It's situated in the boot, just on the left hand side when looking into it.
You'll have to take out the cd changer (and bose amplifier if you have one) and it will be situated near your aerial (if you have one) behind the inner lining of the boot.
It's almost impossible to open the alarm horn to replace the battery without a dremel. I'd just buy a replacement part from A8parts or OEM (i think they're 60ish quid). It's just a case of plug and play from what i remember.
-Oli