Usually "the relay thing" means adding a 30 A relay to supply IGN power when the key is in RUN position. Check that when the key is in OFF that you don't measure 12 V at coil+ of the relay. If you do, find where it is coming from. You should have wired so the key's IGN output runs only to coil+ of the relay and nowhere else. Everything else that blue wire formerly fed should now come from the relay's output terminal (usually 87, with 30 is the 12 V supply). My guess is you have the output looped back to coil+ thru consumers of IGN, which forms a self-latching relay.