relay not staying closed

why would a relay close and open when power is put to it. i have a spdt relay with my constant power on the 30, ground on the 86, switched power on the 85, not using the 87a, and the accessory on 87. however, when i apply power to it, it closes for a millisecond or so and then open immediatly after. any ideas???

Alright. Further explained. This is a diagram of what I'm constructing. This is a control console for wiring in my truck for an emergency lighting and comms system. This diagram shows just the wiring of the relays.

(I have the Lighted Switches powered by a separate +12V Feed so that the switches can be lit. However, the actual accessory that is connected to the switch is ultimately controlled by the three main control switches.)

So what I have is my +12V feed connected to the constant wire of the first relay and one pole of a key switch. On the other pole of the key switch is a wire leading to the switched power for the first relay. Closing this relay sends +12V Output to the three primary relays. There are then 3 switches that control each of the individual relays, wired through the switched power to the primary relays. Thus, switching on a switch closes its respective relay. This sends a constant power to the control console where all the individual switches for each of the lighting systems and comms systems are. The lighted switches that control power to the individual systems have a separate power feed so that they can remain lit at all times. This is so I know what I am about to power on before I actually hit the main control switch. Only when the primary relays are closed is power sent to the constant leg of the secondary relays. And still, the switches have to be on for the individual accessory to power on.

What is happening is when I power on the primary relays, they close for a millisecond, and then immediately open. I have no clue why this is happening!?!? Any ideas?