Haha that's awesome!
You definitely did It right. But not being familiar with your multimeter I cant tell exactly what settings you have it on.
So basically you switch the dial to this symbol
http://www.bing.com/images/search?q=ohm ... tedIndex=1
Some multimeters will have multiple symbols for resistance, but you want the standard setting like in this picture (if it has one) and what you are testing for is a circuit path (continuity)
So a control test for your multimeter would be to find this setting, and connect the two leads to each other(red probe to black probe).
Whatever it does when you do this test would be what to expect when you have low resistance, or a proper circuit. So if it did the same thing when you connected it to the battery/relay box as it did on the bench test, that tells me exactly what I was looking for.
It looked to me like I was just worrying myself. Judging by what I saw yours does the same thing as mine. I was just concerned that the positive terminal on the relay box was grounded..But I guess it would have to be to be a complete circuit..
