Ideally you don't want to leave it jumped, the relay puts the pump into different categories based on load/rpms. If it were me, I'd try the relay in again and see what happens. In my experience the relays don't just up and fail they tend to be intermittent, so I'd give you 50-50 odds on getting to the junkyard (the dealer is way, way, to expensive. If you want a new one, buy it online..) without problems. If the car stalls out you can always jump it..

Also, while it is unlikely that you have a failure elsewhere, if you have an multimeter (or an ohmmeter and a voltmeter..) you can check to verify its the FPR, at least as far as the pump not running goes... Ignition off, check the middle right terminal with the ground and it sould read 0 Ohm. Then use a voltmeter and check the middle left with the ignition in position II and it should show 4-5V.