Relay problems

OK. My 95 rodeo ls v6 automatic has been having problems for a while. This time, my relay. Specifically my fuel pump relay. When I drive, the relay gets really hot and turns off I guess, which turns off the fuel pump. All I usually do is switch the relay with another and it works, but sometimes it is stubborn and wont turn on. Eventually I find a relay that works. But it happens all the time. What could be the problem?