Thanks for your reply Steve,
My car is only running when I take the fuel pump relay out.
The way it works is, when I turn the ignition on with the fuel pump relay installed, I hear the fuel pump running for a couple of seconds to built up pressure. Then I turn the ignition of, take the relay out and then start the car and it will run for about 10 seconds or so until it runs out of fuel.
With the relay out of my car the fuel pump will not run.
I know this is confusing and I hope I explained myself right.