Lestat

When turning the key on to the start position my fuel pump wont turn on. Now i pulled the pump out and jumped it from the pump itself and it works. I jumped from the plug that connects directly to the pump and it works. i put the plug back in and jumped it from the other end to make sure it worked and the pump did. I checked the fuse box and its fine. I jumped it from the relay up front on the power side and it works. Whats next could the relay still have a problem.
Or is there a way to jumped the ground so when the key is turned on the pump will also turn on? I have my fans on when the key is turned on so that i always have them running when the car is on. Is this ok to do also with the fuel pump and if so which wire?
Thanks
Lestat