Yep, that means it's nothing to do with the gearbox.
One of the following (in something like decending order of probability?)
- Power steering pump
Steering rack
Steering column (you should be able to feel that through the wheel)
Something rubbing on the track rod arms as they're moved
Track Rod end ball joint or Hub Knuckle ball joint
CV joint
To narrow it down a bit more;
Does it only do it with the engine running, or still do it when the engine is off (but you turn the steering wheel).
If it only does it with the engine running, it's only likely to be the power steering pump or rack.
What's the power steering fluid look like? Is it a consistent plain red fluid (might be dark) or is it sort of frothy/milky looking red?
For that matter, what is the power steering fluid level like! Is it full up to max? And do you have any power steering fluid leaks.
If it does it regardless of engine running or not running, then it isn't the power steering pump but could be any of the other bits.