Does your preglow light work correctly, does it flash, or not light at all, did you happen to do any voltage or resistance checks, also did you check the fuse, If you are not the type to mess with such things there is a relay on E-bay, its only @ $2.25 with three days to go.
http://cgi.ebay.com/ebaymotors/ws/eBayISAPI.dll?ViewItem&item=1857391980