New to my jetta :-D need help!

I just baught a 2002 jetta VR6 and beautiful condition, Love the interior, especially the blue and red lighting. what my question is ,is under the hood... On top of my battery... there is a black box, with like 4-5 cables running in it. pretty thick wires. i have no idea what anything is since the dealership didnt give me an owners manual. so i have no clue what it is. My only guess is to the monsoon system? Another question i had was the car alarm. Is there a sensativity setting where i can make it more sensitive so it goes off if something hits my car? and as far as the headlights, why do they suck so bad? it slike i cant see far at all. i even upgraded to an ultra white bulb. are my headlights just angled down to far? i was going to do a HID conversion to a 8000k. or just wait an save up for projector headlights. if anyone can help that would be great! thanks!