After months of what I thought was a vacuum leak in the heater, I figured out it was instead a relay in the engine compartment.

I have an 85XJ 2.5L. At the top of the firewall in the engine compartment there is a blue cube shaped relay there that once the engine starts begins to give a high pitch whine/buzzing sound. It is constant until I turn the engine off again. From inside the cab it sounds like it is coming from behind the glove box which is why I thought it was a vacuum leak.

Can anyone tell me what that relay is for and what may be causing it to buzz like that? It is the only relay in that part of the engine compartment.

Thanks,