mjamusic, you need to think about what a relay is and how it works. If you're wiring in an ignition relay, horn relay, etc., it will be the normal-off type; one part of the relay consists of a trigger wire getting power from a switch and a trigger ground. For an ignition relay, for example, the circuit closes when the kill switch is in the "Run" position and opens when it is not.
When the trigger circuit closes, it closes the power circuit. The power circuit gets power directly from the battery and feeds it, in this example, to the ignition.
Wire the trigger circuit hot lead to a switched fuse and the hot terminal of the power circuit to a constant fuse.
In order to tell what's what in your relay, play with a test battery and a continuity tester. Find the two terminals that produce a "click" when hooked up to the test battery and create continuity across the other two terminals. Note that some relays have a "normal on" terminal as well, in which the power circuit is normally closed, and opens when the trigger wire is powered. Your tester will tell you all you need to know. The trigger hot and trigger ground terminals are usually straight across from each other, as are the power in and power out terminals
