Replacing Horn 1998 Saturn SL2

I've read through as many posts here as I could find about replacing
the horn (and/or) relay on this car and I'm sorry to say I'm still a
bit confused.

Here's what I've done, and I think I know wthe problem, just not how to
fix it:

-I'm getting juice to the horn.
-I purchased a new horn, but I bought the wrong one I guess. I bought
one that doesn't have the relay included, so when I connected the wires
the horn blew continuously. (Note: I attached the hot to one
connection and both the black (B&C) to the other connection, was this
right??)

So I think I need to either: 1. Go out and find a replacement horn
that includes a relay (where??) or 2. Add an after market relay to
this circuit (how??)

Thank you for any and all assistance.