Now if you touch one lead to one end of a wire and the other probe to the other end of a wire you should get the same result as above if the wire is a continuous circuit (continuity) and not broken.
If you set the multitester to DC Volts and touch the red (positive) lead to positive battery terminal and the black (negative) to the negative battery terminal you will see 12 volts registered on the meter. Now move away from the battery to the switch and check that you've got power to switch and then each relay and leg of wire. This will indicate if the wire is conducting electricity from the last know point where you discovered current.
Electricity is quite linear and the process is intuitive once you know the basics. Even if you don't solve this problem yourself, get friendly with multitester and follow the logic and process that finally fixes this for you. Hope this helps.
Yes and no... My friend gave me a quick walk through. He went to Canada for the week so I'm sort of in the dark. I don't know what to check really. I checked the relay and it was fine. I don't really know what to start. It's like looking for a needle in a hay stack.