You have to hold the siren button down for a few seconds to make it work. If it does not sound, the batteries have gone bad inside your siren (there are two small batteries inside the siren itself) and they may have corrupted/corrosion the anti theft system which prevents the car from starting. Did you disconnect the battery after you took fuse #9 out ??? By disconnecting the battery you reset the alarm codes (READ again my previous post) leave fuse #9 out and then try to start the car. If that doesn't work proceed as Pizzaguy is telling you.
The siren is located under the plastic cowl which is under the windshield wipers. Good Luck.