If it is on when you turn on the key then you do not have it wired correctly. The
pressure switch is what is used to complete the ground when you hit the set point and that turns on your pump. You should be hooked up to the top 2 terminals on the
pressure switch only.
COM and NO (normally open circuit) If it is wired correctly there should be no way for power to go to a ungrounded pump. 85 on your relay should go to the NO on the switch and the COM should go to a body ground.