It is a switched ground at the relay. The ECM controls the ground from the low side of the relay. If the ECM continues to ground it, it will stay running, but if you pull the relay you are removing all power sources to the fuel pump.
Here's how its wired in that car (and all GMs as far as I know)
Low side: switched power to fuse panel, fuse, low side of the relay, to ECM which controls ground and therefore activation of the relay.
High side: hot power to circuit breaker or fuse under the hood, high side of relay, to fuel pump, from fuel pump to constant ground somewhere near the pump.
I would believe that the relay is stuck on, but removing it would break the circuit. There almost has to be a short between the fuel pump supply power wire and another hot wire, but there shouldn't be any way for this to happen.
If you pull the relay, you are physically opening the circuit. Unless there is power arcing between the posts of the relay socket, it can't get power.
thanks everyone founfd the problem it is the oil pressure sending unit, it has a interlock in it which won't allow the fuel pump to run if there is no oil and when it screws up it shorts out grounding the circuit and making the fuel pump run when the car is off.