96 jetta Lost All Power

This morning i whent to turn on my car. Turned the key in the ignition there was a click and all my power turned off, all my guages started started flipping back and forth when i took the key out. I checked all the fuses and they where ok, but there is a little box with three plug ins below the steering wheel on the left hand side above where all the fuses are. This box is making a constant clicking noise when the key is out. Im not sure if that box is the problem or what it is. i unplugged the wires from the box to make it stop clicking. My power is on but i cant get my engine to turn over. I believe the box has something to do with the car alarm because now my power locks do not work and my car alarm will not set. If anyone has any answers i would love some info.

I'd start by checking the connections at the battery.