They are only illegal if mounted up front, on a car 1973 or later.
This is absolute rubbish and you should subject to ridicule whoever told you this little gem.
Air horns are legal for use on post '73 cars, as all other horns are provided that they produce a constant tone. Doesn't matter if there are two or more horns of different notes as long as they all sound at the same time and the tone you hear doesn't change while they are sounding. This is why musical air horns are illegal while normal air horns are not and it doesn't matter where they are mounted on the car. Incidentally, the construction and use regulations don't only apply to vehicles used on the road. They apply to all licensable motor vehicles wherever they are so technically these horns are just as illegal off road as on in the same way that 'show plates' are illegal to use at shows.
Adam, I seem to remember reading that you didn't bother using a relay in your air horn installation. If you have fitted an air horn compressor into your normal horn wiring there is a good chance of a fire starting in your car. The compressor draws more current than the standard peizo horn and probably more than the wiring is designed for. That's why relays are a good idea, or as Jake said a complete new circuit and switching in the right gauge of cable if you don't mind high current cables and switches inside the car which I personally try to avoid.
