Is just one wire hot (powered), or both? Each relay works independently to close and provide power to it's heater. The PCM provides the grounds that activate the relays when the key is in the run position when different parameters are met. If only one wire is getting power then that relay is stuck closed (if it is still hot with one of the small wires disconnected). If it is getting power with the key off then ?????
Do you have a manual with a wire diagram?