The windows are still fused with or with out a relay, the relay is there so when the switch is off, the windows don't work. relays don't stop power overloads, thats what we have fuses and breakers for. A relay is just a fancy word for a switch. It would have the same power going to it regardless, this just allows the key switch to interupt the circuit. By removing the relay, you are just bypassing the keyswitch control.

Want to buy some tools?

All the years of reading shematics and electrical plans and arguing with engineers and working my butt off and I could have been doing this all along... that is a sick joke to play on someone...