Hi Matt,
I got my ePER CD bundled with a service CD for my 156, bought off ebay for £11 - I'm sure if you google "ePER" you'll find it.
IMO it's a must-have - unless you want to take your car to a garage everytime there's something wrong with it.
I believe Alfadiag is a diagnosis/ECU interrogation program that you can put on your laptop/PC and using a suitable connector cable, plug into the car. I know that the guys on alfa156.net are quite into it.
Should be a diagram of the relay location here :
http://homepage.ntlworld.com/peter.hall880/166relay.jpg