Yeah, Ariel's Grotto(sorry, too much Courage and too little KH) and it's actually a crystal trident.....not harp.
It's located near the sunken ship where the shark is. There is the big one in the middle of the room and then there's one that isn't in as "good" shape as that ship. Go inside here and go for the chest, a little scene and then open that chest for the trident. Take that back to Ariel's Grotto, place the crystal trident in *Nice Cutscene Later* and voila you're done with that.
If you have any other questions then feel free to ask away. Well, i hope that you enjoy posting and have fun gaming.