Thanks for the Ebay info, didn't even think to look there.
My dash preglow light stopped working, I tested it by jumping the 4 pin plug on the relay and the light works. The fuse in the relay is fine. I hooked a test light to each of the glow plugs and every time the key was turned to preglow the test light would come on for a brief second. This is why I think it must be the relay. It clicks on then clicks right off.
Thanks Bob and RSH for your input.