I don't think the diode has anything to do with it staying on. You probably have the relay wired incorrectly. You should have one line ACC/IGN and one line coming directly from the battery. You'll have to research to find out which # prong on the relay to place each one of those wires. You'll also need to ground the other two prongs on the relay. I think the diode has something to do with back flow of current so again I don't really think that's your issue.