I did the same thing on my 89 civic and on a 87 CRX. I think the defrosters (for my civic any way) were a switched ground, so the buzzer grounded when the car was off and it had power from the fuse b/c the headlights were on.

Worked like a charm! In my VX I put the red wire in fuse 19 and the black in fuse 13. The buzzer is a bit obnoxious even after I stuffed it with cotton and wrapped it in tape, but there is NO WAY I will leave the lights on again! Thanks for the great tip.

If anyone's interested in why that setup works: The beeper/buzzer/whatever gets power from the lighting circuit. That's pretty obvious... Lights are on, buzzer goes off, ok.
The next part is kinda strange at face value: The buzzer gets grounded to a source of ignition switched power. If you're even somewhat familiar with electrical circuits, you're probably thinking "What? You're supplying power to both terminals of the buzzer? How will that work?" The answer is that it won't... At least while the ignition is on. When you switch the ignition off, you're cutting off the power supply to that fuse. The rest of the electrical gear down stream of that fuse (the defroster in this case) is still hooked up but now unpowered. That means when the ignition is off, you can send power down that wire (via the fuse slot connection) from your own source and the power-starved devices it feeds will use whatever they can get. The buzzer uses so little power (maybe 1/20th of an amp?) that the downstream devices don't appear to turn on, even though they're conducting the power to ground.