There will be a button called psm on the main console if you have it. This was an option in '01. Other way to find it would be to check the option tag on the front hood.
Check for this on the sticker:
M476 - Porsche Stability Management (PSM)
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'13 S - Guards Red / Luxor Beige - Options - Loaded to the Hilt!!
'01 S - Guards Red / Beige - Surrendered - 04.18.12
On my '01, the PSM button is up near the cup holders, below the vents, on the top left in the group of three buttons. It's blocked by the steering wheel while driving.