I think that would be the horn relay. I think its behind the glove box but not sure...ive never had to replace it on the zj. just pulled this from another forum, may be the same on yours. [Your '95 is likely the same as my '94. It's located in the Relay Center which is located under the glove box. There are three screws just above the glove box door hinge to remove the Relay Center Cover.
You should see six smaller relays on the left, and four larger relays on the right side.
The horn relay is the left-forward-smaller relay]