accessory relay failed?

I have a 2004 F-150 Supercrew Lariat and my radio and power accessories will no longer shut off when I shut the ignition off and open the door. I was told it may be a relay. Does anyone here have any insight on what this may be? How do I check a relay if it is working properly without going to buy one and finding out that is not the issue?

here is a link to another site that I listed my questions on.

http://fordtruckworld.tenmagazines.com/ew/topic.asp?id=545819&s=engine_off_open_door_power_still_on

Thanks!

Hi,

Does it stay on indefinitely? i.e. no timing out.  If it turns off after ten minutes or so, i'd check the door latch switches for proper operation.  Each door activates the domelight, turning it on?  Other than that, the relay in question is controlled by the GEM, probably not an inexpensive piece to replace.

Mark