My car is having cold start issues. The car was overdue for a tune up. I wanted to bring the car up to date with the PM before I started trying to trouble shoot...

I was attempting to change the fuel filter in my '87 240DL. The manuel says to remove the fuel pump fuse(s?) and start the engine. Wait for engine to stall, then remove gas filler cap...sounds easy... Well, I removed fuse #4 and #6 (in tank and main pumps). Started the car and it ran for hours. Obviously something is wrong. Could it be a bad fuel pump relay? When I first try and start the car, I put the key in the ON position and I hear a click but no pump. When I attempt to start the car, it turns over but doesn't catch. As the key goes back to the ON position, thats when I hear the fuel pump (only for a couple of seconds and then it shuts off). I refered to the manuel to see how to check the relay. It tells me to find pin #87 on the relay and check for voltage. I checked and there was no voltage in the off, on or start position. The manuel says to jump #87 with #30 to see if the fuel pump activates (it did). The manuel also says to jump fuse #4 and #6 to activate the fuel pump (this worked too). So is there a fuse I'm missing, is there something else I should check, is my fuel pump relay bad?

The car cranks up after the 4th or 5th start (only when engine is cold). Runs, stops and starts beautifully after that.