I have a small black box underneath my steering wheel and attached to it there is some wires and a red light and also two little sensors. I don't know what the box is and I don't know how to get the red light back to stay on all the time again and I also need to have a starter that needs to be put back on and now my car will not start with a jump until I get the red light to stop blinking. Can you please tell me what this black box is and how do I get the light to stay on?

When starting the engine, an indicator with the shape of a padlock with something next to it in yellow appears. I turned it off and the indicator has not appeared any more. What can it be?