I disagree... i thought the fuel system is so high pressure that the engine instantly dies when fuel pressure is lost. I think this because the rev limiter works by cutting off the fuel pumps.
If you've ever hit the rev limiter you'll know it's a very instant cutting of power.
MB Doc knows his stuff so listen to him. I'd mention that the culprit may be related to the fuel pump relay but not the relay itself - e.g. I believe on your car there's a crank sensor that signals the fuel pump (relay) to keep running. If this signal is lost (i.e. engine dies or sensor is faulty) the fuel pump relay will shut off the pumps.

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190E's:
2.5-16v 1990 90,000m Astral Silver
2.0E 8v 1986 107,000m Black 2nd owner
http://www.maylane.demon.co.uk/190esmall.jpghttp://www.maylane.demon.co.uk/190esmall2.jpg