Recommendation is to describe the situation more clearly...... breaking down your original post into coherent sentences. Eg....first explain what you want to do. Eg.... computer is connected to arduino (relays all initially open).....and then you upload sketch code to arduino, and the relays remain open (all ok). Next -- a relay turns on (ie. closes) when you don't want it to - which only occurs whenever you disconnect the arduino from the computer usb port.
Show your sketch.
Show circuit diagrams so that people can see how you powered your relay. Plus indicate specifications for your relay.