Well, that looks good on paper. Sounds like you have a feedback loop.
Did you or do you have a diagram of the circuit? The switch turns on the relay that has a #10 or better wire to and from the relay socket.
As a test, you could pull the realy and test the socket. Put either a test light or DVOM lead into each of the contacts and see what turns on and off as you toggle the switch. Make sure your meter ( if you are using one ) is on Volts.
The coil should show 12V with the switch on and the other side of the coil connected to a good ground. You can check your grounds with the Ohm meter. Anything higher than .3 Ohms should be suspect and may need grounding help.
So, turn on the switch and you get 12V. Next, unplug the fan ( if you can ) and put the relay in the circuit. Now put your test lead to the controlled side of the relay to the fan. It should be 12V. Turn the switch off and watch the voltage. It should die to zero.
This should help you figure out what is going on, I hope it helps enough to fix the problem.
