Check for voltage on the glow plugs when they should be off. If so, you will never get the battery to stay charged when you use the headlights, the total draw is more than the battery puts out (until, that is, the glow plugs burn out, anyway).

If it stays on, replace the relay.

Peter

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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!