See the metal tube that comes out from by the oil filter on the right, and goes to the silver canister with the plug on top? That's the oil pressure sender, hopefully its in the same spot on yours.
Get the fuel pump running, so its stuck on but with the car off. Try unplugging that sender and see if the pump shuts down. If it does, that sender is the problem.
If not, swap or replace the relays to see if they're the problem.
If neither resolve the situation, someone buggered up your wiring.Edit: DodgeRunner's pic is much better, that should be what yours looks like.
[This message has been edited by Xanth (edited 03-29-2008).]