It's *not* usually in the fuse box itself, but in the area around it. You'll likely find it in a small holder or clipped to a nearby component. Some reports place it *behind* the fuse box.
To find it, you'll need to:
1. Locate the fuse box: This is typically under the dashboard, on the driver's side.
2. Inspect the area around the fuse box: Look carefully for a small, square or rectangular relay. It might have a symbol resembling a blinking light on it.
3. Consult your owner's manual: Your Jeep's owner's manual should have a diagram showing the location of all relays and fuses. This is the most reliable method.
If you can't find it after checking these locations, searching online forums specific to 2005 Jeep Wranglers (TJ/LJ) might yield more specific information, including pictures.