02 Mustang Gt Fuel Pump Power?

OK. So I have some weird or what not happening in my car. Perhaps someone has the ability to shine some light on my dilemma. So here goes. I am trying to install a Kenne Bell Boost a Pump for my car as I have a super charger in it. The problem is, when I remove the plug for the fuel pump harness, the damn fuel pump still has power. Like WTF!!! Am I missing something? Or is something **** up in my car?