Advice needed

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Hi all I have a Fourtrak fieldman 1996 N struggles a bit to start from cold you have to let the glow plug light go out and give a bit of throttle and away she goes coughs and splutters a bit ( presumably because youve given her the throttle) i had thought may be glow plugs but these are fine having tested them, now ive only just bought the vehicle to pull my trailer so exuse the lack of knowledge, there is something (relay?) bolted on to the inner wing drivers side that has two wires going to it held on by 10mm bolts that clicks on and off for the first 30 - 60 seconds i had presumd this is for the glow plugs so put a tester up to the glowplug bar when the relay thing is clicking it's giving the glow plugs power in short bursts, i was on the understanding with diesel cars when the ignition is switched on the glow plugs stay live permanatly untill the relay clicks off thus igniting the diesel, is this the same on the fourtrak if so then the relay is faulty and i,ll get a new one as it would explain the poor cold start as the glow plugs are not being given a chance to heat up hence why you have to give the old gal fuel, Please could somebody advise me cheers Dan