First, let me say that I don't know ANYTHING about EFI, but the problem would not seem to be in the relay because it's doing its job properly, sending current to the pump. I would think you would want to chase the wire back from the relay and find out what's powering the relay and why it won't power-down.

I was just reading that some aftermarket pumps use a wire directly from the battery to the relay and some speed density to mass air conversions run a different wire also. Maybe someone has backyard-engineered the car before your friend got it.

http://www.racetronix.com/Racetronix..._Pump_Kit.html

http://www.coolcats.net/tech/advanced/massair.html

anyway, the relay should be in the trunk behind the passenger seat or maybe hung from the rear support laces of the seat.