Do you have the owners manual? Its probably listed in there. I have a 98 not an 02 but alot of the relays are under the hood. So I would check there but I would have a clue what number it would be.
eta: Just looked at the manual for the 02 there are 3 relays for the door locks on your car. All three are located in the driver side fuse panel. If you don't have the manual here is a good site that I just used to view the manual for your car:
http://www.analogstereo.com/chevrole...ers_manual.htm
scroll down to your year and click the download button. when the pdf file pulls up scroll to page 6-55.