2002 Seat Alhambra squeaking noise on full lock.
Your power steering pump. Try tightening the auxiliary belt. It is not a sign of real problems, though, as it is just trying to push against a ram which will not move any further as it has reached its maximum travel. many older cars make this noise!
This from Bimmer forums -
http://forums.bimmerforums.com/forum/showthread.php?1270567-Power-steering-noise-at-full-lock
Good luck !