It's the power steering oil cooler.
There are marks on the frame for this. Either behind the front wheels, or in front of the rear wheels.
its under the skid protector on the right side. in front of the oil pan
its right in front of the radiator.
it is on the same lever you turn your front wipers on with but you twist the the last inch of it
Front of the radiator, just under the opening of the air intake.
The power steering reservoir is on the power steering pump.Looking from the front of car it is on the passenger side on front of engine. just to the right of the radiator recovery tank.
Standing in front of the car looking at the engine it should be located on the right side on the rear of the valve cover.
just twist the the end piece of the front wiper lever. left hand side on the European model
remove brake seats then remove the brake knuckles , then you'll need a wheel hub puller or a slide hammer.
the lights come on to let you know that your car is locked
you also need to check if the hose is good located near the front left wheel. Its hard to see but if it seems to be the problem move the steering wheel and you will see were it leeks.