I had a similar problem with my girlfriend's Ka. It turned out that some of the wires running from inside the door to the body of the car broke. This caused the central locking to get stuck in a continuous loop when you try to lock/unlock a door.
These wires are encased in a rubber tube that runs between the hinged end of the door to the body. There is a sort of plug that you can twist to disconnect it from the body. It's a fiddly job to mend, so if you're not comfortable with electrics, leave it to an auto electrician. Alternatively, you'll have to buy a new loom from your Ford dealer or a reclamation yard and replace the whole thing.
If there's nothing wrong with the wires and a relay is indeed the culprit, that should be easy to replace. Under the steering wheel you'll find a plasic cover. Under this cover you'll find the fusebox. There are two screws at the top of the fusebox. When you undo these you can unclip the entire fusbox to reveal the top. Here you'll find a bunch of relays and a few more fuses. Check the manual you got with the car to see which one is which.
It took me a while to figure this one out as my girlfriend's car is a German import and so is the manual.
Hope this helps.
Shane, May 2005