You still haven't said what relay you are "jumping"?
I assume it is not the Starter relay, passes power to starter motor/solenoid.
As said there are two other main relays:
Brown base is the EEC relay, when you turn the key on this relay should click closed and pass power to the EEC(computer), spark system, fuel injectors, and fuel pump RELAY(not fuel pump itself).
The other relay has a Green base, the fuel pump relay, it gets power from the EEC Relay but has no Ground so doesn't close, the computer Grounds this relay, so computer controls fuel pump operation.
If there is a 3rd relay with Black base that is for air conditioning compressor clutch power, it will cut power to AC compressor clutch when you press gas pedal to the floor, wide open throttle(WOT), this gives you extra power which computer assumes you need at WOT, so it is called the WOT relay.
"Jumping" EEC relay will cause battery to go dead, since devices would be getting power when key was off.
"Jumping" Fuel Pump Relay would leave fuel pump on all the time, and cause battery to go dead.
So which relay are you "jumping"?
As a side note go here:
http://www.therangerstation.com/tech_library/OBD_I.shtml
2nd picture is the OBD connector usually found near drivers side firewall, engine side, could also be passenger side, depends on where they located computer in your vehicle.
It is loose, just hanging in the wire loom.
In the drawing you will see Fuel Pump slot labeled, this slot is the Ground for the fuel pump relay, it is spliced to the computers control wire for the fuel pump relay.
With key on, engine off, if you Ground that slot the fuel pump relay should click closed and fuel pump should start.
If it is the fuel pump relay you are talking about this is a safer and better way to "jump it", fuel pump will go off with the key.