A relay is an electrically operated switch - there are several of them in all modern vehicles. You do not say which relay/circuit is causing you problems. Sometimes you can exchange one relay with another as a diagnostic aid.
The ignition switch for instance will energise one or more relays - when these relays operate they automatically permit other circuits to work so the ignition switch can have overall, master control of several circuits - fuel pump, horn, cooling fan etc. etc.
Peccavi, December 2009
