Yup, this is what both the security model and the turn signal module looked like for me. [the security module is integrated into the replacement signal module. They were identical on the outside]
Are you sure you're looking in the right place? The battery is under the seat. The turn signal module is down and back -- behind the plastic "inner fender". I had to open the manual to find it myself.
On my heritage -- two screws just in front of the rear wheel. You gotta get down and dirty to reach it. Once out, the inner fender wiggles up and out of the way. (the real answer is to remove the rear wheel, I suppose, but I didn't have to do that). The turn signal module and some other electronics stuff are on a panel there. The module slips out of a clip, and the electical harness plug right in. If you got a siren there is a pigtail hanging there for it too.
I gotta figure the 01 fatboy and 02 heritage would be the same.