Which fuse is for the Saturn security system?

After you disconnect the battery, you have to reset the security system. The immobilizer is stopping the car from starting.

https://www.google.com/search?q=2004+saturn+ion+security+reset

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You should check out www.reliable-store.com they have info on repair, service, wiring diagram, electrical diagram, fuse diagram, troubleshooting, PCV, owner's/service/repair/parts manual, fault codes, error codes, etc everything on all vehicles. must check it out

Are you sure this vehicles security system wasn't breached before you bought it? Some GM vehicles and saturn is a gm vehicle. Flashes lights and gives a security light on the dash when a car was attempted to be started without the proper key or improperly jumped which sometimes burns out fuses. I hate these cars too many electronic issues.

probably on your alarm or checkon the crank sensor

its the horn relay making the clicking. if you don't mind not having a horn follow the sound unti you find the small black box that's making clicking and pull it out like a fuse.

To the best of my knowledge there is no fuel shut off switch. Thats a ford thing with the inertia switch in case of an accident.
I assume you do not hear the fuel pump running. Have you checked the fuses? Does yours have a factory security system with a "Security" light on in the instrument cluster? Is your key worn down?
If it has a security and a worn key you may want to try another key.

This is a very common problem on GM vehicles. The security system is known to fail. Basically when you insert your key, the system checks for certain OHMS resistance. If the system cannot get the correct signal from the key, it assumes the key is incorrect and goes into SECURITY lockout mode. (prevents hotwiring) This has been happening with GM;s for a very long time. There are ways to bypass this now. Read through this page for info, solutions as well.

http://www.diy-gm-security.com/

Sounds exactly like my 1999 SL2 which had "burning and arching" in the fuse box. Car one day be fine the next I'd take it to the store, come back in 10 minutes and wouldn't start, no radio, no power windows, no keyless entry remote, no rear defrost and even locking doors from inside power buttons it sounded odd. This fixed the problem by replacing the fuse box.

You can't. it is integrated in several areas.