In any city, in any country, go to any mental institution or halfway house you can get yourself to. When you reach the front desk, ask to visit someone who calls himself "The Holder of Eternity"

This will be your last chance to run. If you decide to continue, open the door; the piercing wail will then end abruptly, leaving your ears ringing.

That is Object 3 of 538. It is up to you if the rest should be protected or destroyed.