My 03 Saab 9-3 Arc makes a grinding noise some where on

Sounds like a bad wheel bearing.

Front wheel bearings?

it is difficult to make sharp turns while in 4 wheel drive on a hard surface. If you are able to make sharp turn easily in 2 wheel drive then everything is probably OK. Check your owners manual and review the 4 wheel drive section, there is much to learn.

check fuses

sounds like a bad shock or broken sawey bar

have your wheel bearings checked, sounds like one or two bad wheel bearing. hope this helps.

That description indicates wheel bearings, replace all 4 in the front end of your cougar.
I suspect that the right front bearings have failed in the STATIONARY race, at the top of the bearing.

When this happend to my Saab 2003 9-3 it was the amp that was faulty. It is below the drivers seat and when getting in/out of my car water/snow must have got on it and blew it out. When I removed it there was corosion and rust on it-in my opinion it is a bad spot for a amp. Dealer quoted me $1300 to replace. I am currently looking for less expensive options. I did discover a website www.saabradio.com that may be of help to you.
Best of Luck,

take it to a mechanic you can trust and see if it is the wheel bearings