Well, now that we are on the topic.
The ECU controls the ground for the relay. The relay then supplies power to the fans.
That allows a low current device like the ECU control a high current device like a fan, by using a relay.
Blair seems to have a bigger issue. His fans work, his fuse is good, his relay is good. The relay clicks when the ECU pins are grounded, but the fan still doesn't turn on. I am GUESSING it's a wire with exceptionally high resistance. If anyone has any ideas please post them.
Blair, I'm going to post up a diagram of what I mean for testing your wires.
Edit: you've got your quick fix so i'm not gonna draw it up