2003 Ford Expedition Problem?

So, my truck has been having some problems and I'm trying to figure out what it is before I change anything. The rundown is that it wont start right away with the first turn of the ignition, takes the second or third time for it to start. It also tends to idle (at times) while driving. Like if its going to turn off. Also, the relays are getting really hot to the touch. Hot enough to where you cant grab it with your bare hands. To be specific, the relay location is R203, the fuse amp rating is PCM relay, and the fuse panel description is fuse #32, fuse #33 and fuse #34which is fuel pump relay, PCM solenoids and sensors. So friends have told us to change the fuel filter first cause that might be clogged. Did that yesterday and the truck started on the first turn of the ignition. Sounded great. Took for a spin and checked the relays and where still getting very hot. Let the truck sit for an hour or two, then went to start it and now it doesn't want to start. When I turn the ignition it makes a buzzing sound, coming from the penger side. What could this be? could it be the fuel pump now or something major? Please help. I have not driven the truck cause i am scared the relays will catch fire. I mean, is that possible? Thanks so much.