unknown switch under steering column?

I have a 94 cougar XR7 which i have owned for 2 years. There is a switch under the steering colomn attached to the steering colomn that is lit up all the time. When I switch it on and off nothing seems to happen. What is the purpose of this switch?? Please help! :)

May be a after market theft alarm system on and off switch.
Look and see if it goes to a box hanging under there somewhere.
MT-2500

it's not the toggle switch for my alarm its something else right below the steering wheel. Thanks for replying.

To find out what it is for you would have to trace the wires down.
May be someting added on and taken off.
Mt-2500