Get yourself a wiring diagram and follow it!!, if you want one PM me and I'll post/email, or fax you one, if you can get to a COLOUR fax, work one maybe ?
Check also your main relay, this is fed from the ignition switch along with the fuel pump relay, you need to check that you have a direct feed from the battery into each of these relays when ignition is off, so as not to confuse it with switched supply, it's a lot easier with a diagram ?
tabetha