I've looked in the manual from Haynes and Bentley on the 5 series, but neither of them have a fuse box that matches my car. Mine looks more like this one:
http://www.armchair.mb.ca/~dave/525i/25Apr05/p4240156.jpg

The book says the fuel relay is normally white, however mine doesn't have any white relays, most of them are yellow. See attachment for the Bentley manual fuse box for comparison.

How do I identify the fuel pump relay? I can post a picture of my box in the morning if needed.

Wait.... staring at that Bentley photo again... is the fuse box pictured on the passenger side?? I forgot about that fuse box on the passenger side. Is this where the fuel pump relay is? I'll have to check it in the morning!

Yes - there's an electronics box on the pass. side, up by the firewall. In there are your ECU, possibly your cruise control computer, a few relays and some other things. The fuel-pump relay is in that box.