sounds liek you have a fault in the wiring loom, the pump relay is triggered by a signal from the ecu, if you look in the scuttle area you'll see a 2 pin plug with a red/yellow wire this is the fuel pump relay trigger from the ecu. its an earth signal, so id guess someone has run this wire to earth for some reason?
what number is on the relay, it should be 67, 80 or 167