Strange noise 2002 wrx sti
 

Wonder if anyone can give me some advice. Just brought a WRX STI type uk and every time you turn the ignition on there is a strange buzzing / whirring noise that comes from under the steering column and also when driving when you come of boost I think but seems to be intermittent. I had a look under the dash and seem to be coming from a black box which is mounted under the column with one big plug and one small plug. Can anyone tell me if this is normal and what is it actually doing?

Just had another look and its is the black relay that making the noise mounted next to the black box on the colunm. any ideas what this relay does?