Had exactly this problem a while back. As said in an earlier post, turn the ignition on and listen for the brief noise from the pump. (Quiet buz as it pressures up).
I bought a new relay from the local lecci factors about £5. Works great. You have to make sure you get a relay with an internal diode. When I said this my man new exactly what I was on about.
Wile your at it I would change both relays.
Chris