The relay is below the drivers side light control, you'll need to part-dismantle the dashboard (not difficult) to be able to access it. Open up the fusebox on the side and then remove the screw, and there's another underneath I think, you'll need to pop out the light control as well.
This website has an image (last one) for the relay location, it was number 9 that I had to replace to get it working.
The relay I bought from ebay for about £12 is 'Relay Number 460 1K0951253A'. has 460 written on it in big numbers.