How do you have the connections setup on the relay? It sounds like you have an unswitched positive wire hooked up to the trigger terminal. They should be wired as follows:
30: Positive wire from battery. Fuse should be in this wire between the relay and power source.
85: Ground
86: Trigger. This will be the wire coming from your switch. This should only get voltage when your switch is on
87: Output. Positive lead that runs to what you're powering. In this case, it's the fans. Both of them should be hooked to this wire if you want to power them with only one relay.
87A: Unused in this case
The fans being grounded like you have them should be fine.