On my 380SE, it is in the fuse box toward the rear. It is a black module about the size of one of those jumbo packs of Juicy Fruit gum. The bottom was glued, but came apart pretty easy. I put a thin bead of silicone glue around the sealing edge when I replaced for good measure.

Here is a photo of what the circuit board looks like:

http://www.peachparts.com/shopforum/showthread.php?threadid=74032&highlight=fuel+and+pump+and+relay+and+location