[Ron61]

Mike,

You might try this until you track down your problem. I have my fuel pump connected to a toggle switch on the dash so I can shut it off if I want to do some work with the key on. Much easier than pulling the relay.
As for what changed, try checking for voltage with the relay out and if you have it on the relay winding, find where it is coming from. Sounds as if the minute you plug in the new relay it is operating. Also measure through the relay contacts of the new one with an ohm meter to be sure they aren't welded together. If you haven't blown any more fuses, then they should be ok. It is possible that while your old pump was going bad, it drew enough current to cause a short between the winding lead and another lead that has power on it. I would start by pulling the relay and checking right at the relay plug terminals.

Ron