I just finally resolved that problem with my 2002 Explorer XLS yesterday.
It was the remote lock/alarm receiver located behind the right rear door under the paneling. There are three screws holding it in and three plugs going to it.
Researching the part I found there were 9 production models made for 2002. So you will need your production month located on the drivers door jam, VIN number or the actual part number on it. My units part number was 2L2T-15K602-AH. Prices at Ford dealers was anything from $125-$180 .
Remove the battery cables before R&R. After installation refer to the owners manual to re-program the remote FOBs.