If your engine fires and coughs after it's been turned off, this guide helps you target the different systems and components you should pay attention to.
Have you done any diagnostic tests? Does the engine overheat? Give some info as to how the engine runs - what it does from cold start, what cold and warm idle is, what kind of power the engine has, your gas mileage, any bogging or hesitation while running, whether your check engine light is on with the key on and off when running, etc.
Pulling the main relay will shut the car off, regardless of whatever your problem is. It runs the ECU, and without the ECU, the car shuts down. That is not going to help you find your problem. You need to answer the question in post #3.
I pulled out what I believed to be the main relay, but maybe it is not. The relay that I pulled actually only made the engine shut off when the switch is in the off position. Weird thing is, with this relay out (which is located under the dash on the left side of the steering wheel) the Engine will crank and shut off as it should.
I don’t follow....you’re saying that with the fuel pump relay pulled, your engine starts? I assume you must be saying that when you pull the fuel pump relay, the engine stops, as it should - which is somewhat logical, as you have stopped fuel delivery. However, your initial problem appeared to be that with the fuel being deivered as it should, and with the ECU on line, as it should be, you turned your key off, and the engine continued to run. While pulling the main or fuel pump relay ‘solves’ your problem, I wouldn’t expect that either relay is the cause of it.
Assuming the wiring to be correct and undamaged, If the fuel pump relay is removed, the car will not start or run for very long (if the relay is removed with the engine running) - that relay supplies power to the fuel pump, no power to the pump means no fuel to the engine, no fuel to the engine means it stops.
The same is pretty much true for the EFI main relay - it powers the entire EFI system and under normal circumstances if it is removed the engine will immediately die.
You need to quit pulling relays, and get yourself a volt meter - attempting to troubleshoot an electrical problem without one is like working blind.