Last night i found a small problem with my TURBS

when i turned the ignition key to the on position so that all the lights come up on the dash and discovered that the fan was on and the fuel pump kept on going but its supposed to go off once the ignition is switched on. So i turned it off again and tryed it again but did the same thing would anyone KNOW what this could be any advice would be RESPECTED CHERRS
The other problem which i have at the moment is when i drive along in 1st,2nd and 3rd at low speeds the car seems to kind of judder slightly it seems to do it more in 1st and 2nd gear at about 10 - 15 mph my mate said it could be the injectors as the last time i was down POWER ENGINEERING i was recomended new injectors but im not so sure about this what could this be any one KNOW