there is a black/purple wire that goes to a very small plastic piece with a copper spring in it (all smaller than a fingerprint) that slots into the bottom of the ignition cylinder right on the outer lip. Personally, I #%*$ing hate that dinger, and between the fact that a) I don't need the keys to start the car and can remove the keys while it's running and b) I have a freakin' keypad if I forget my keys, I cut the plastic off the end of the BK/purple wire and taped it. Now, it still dings if I left the headlights on with the door open (useful) and doesn't ding if I left the keys in, cos frankly I don't care.
Hope this helps somebody. If your dinger isn't working, either the wire isn't there, the copper piece broke off, or something else isn't making a connection.