The transistor has nothing to turn it off. Add a base-emitter resistor, try 1k.
Cool, can you maybe jot down a quick drawing on the this? I can only picture a 1K resistor from Pin #7 of the LM311 to ground?
Also, in regards to the relay, it does state the it requires a minimum of 1 Amp current. So maybe the TIP31 can 't handle that? Also, the relay's are outside of my box and I run wires to them.
I will try those other options as noted above.