Q: Starter Kill Relay?

Hi, I'm going to install an alarm in my car, but in the instructions says "this output is used to engage a starter kill relay...". Ok, now the question, i want to install this "relay" but i don't know where it is (i don't think it is in the car so i think that i have to buy it) so how do i install this relay and where can i find it? is it a good idea to do this?. Thanks