Most often a relay will act like a buzzer if it is not properly grounded. The ground signal generally comes from the computer. The auto shutdown realy feeds the fuel pump relay and therefore is shutdown relay isn't getting the proper signal it will in turn send same improper signal to pump relay. I am sending you a decent diagram of this and suggest you first make sure all body grounds are clean and secure.
http://www.scribd.com/doc/18999822/Jeep-Wiring-2
Good luck!
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