Ignition/Electrical

This is a puzzler. '95 T-Bird, ignition switch broke (key turned all the way in cylinder with not stopping). Replaced the lock cylinder. The car will start but it will not shut off. Stays in the RUN position even when I take the key out. Disconnected the ignition switch completely and it still stays in RUN position (by RUN position, I mean the dash warning lights remain on and the engine continues to run).
Now comes the weird stuff - I killed the engine by pulling the fuel pump relay from the power control box under the hood. The dash lights (warning lights) still stay on. Found a fuse in the fuse block under the dash that read 'RUN'. When I pulled it, the dash lights went off but the blower fan came on! Starting pulling relays in the power control box under the hood and found one that when I pull it, it kills the engine electrical and the dash lights (this is all with the ignition switch completely disconnected). Found another relay that when I pull it, the blower fan comes on.
Why would opening a circuit cause the blower fan to come on?
Why will the new ignition switch not shut off the engine or run lights?
Give me all your guesses - good, bad or just plain crazy. I've got to figure this out.

OK, first thing is did everything work right before you broke the ignition lock and what caused it to break? I don't understand what you mean when you said (key turned all the way in cylinder with not stopping). With the new lock in place, can you turn the key to all positions (Acc, Lock, Run, Start) and able to remove the key only in the Lock position? Does the column actually lock now? If everything worked correctly before you changed the lock cylinder then it sounds like the ignition switch isn't aligned properly.