Jeff:

If a relay stays on all the time, look for a short or bad switch in the operating side rather than the power side. If it is actuated when it shouldn't be, something is getting current to the circuit besides what is supposed to be.

Do you, by chance, have an aftermarket radio installed on this car? If so, given the butcher jobs I've seen in the past, check for screws run into wire harnesses, crushed or cut harnesses, etc around the radio. Idiots have also been known to cut into the harness looking for a hot wire, too, doing all sorts of strange things to the circuits.

Peter

__________________
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!