Fuel pump relays get warm naturally. Jumping a circuit, especially when you don't know what you have done is definitely a No-No. If the pump does shut down when you turn the key off, then you have probably only bypassed the safety nature of the relay. The relay is designed to only power the pump when the engine is running. In an accident the pump stops when the engine dies, even if the key is left on.

If you have jumped the 30 terminal to the output the pump will run continuously even with the key off and other than fire liability the battery will go dead.

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Steve Brotherton
Continental Imports
Gainesville FL
Bosch Master, ASE Master, L1
33 years MB technician