The Buzz! Buzzer is a special control specifically created for the Buzz series! . They are sold separately, four at a time, or as a set with the game. They connect via USB in the PS2 versions. In the jump of the saga to PS3 , the buzzers became wireless, requiring a USB receiver.
The buzzers are made up of four colored buttons ( blue , orange , green and yellow ) to respond and a red button: the BUZZ! button. These are a replica of the buzzers on TV contests.
Source Wikipedia