Update update update.  Here's the morning's experimenting in a nutshell:
Pin 1 is 12V in, that's for sure.
Pin 2 is to accessory.  In this case, my relay.  Accessory needs a ground (duh).
pin 3 is the LED ground.  It is not switched with 1 for some reason.
Power to 1 and ground to 3 gets LED on, always.
Power to 2 and ground to 3 gets LED on, switched.
Power to 1 and ground to 2 blows my fuse 
.  Oops.
Power to 1 and relay to 2 turns on my lights.
I think the two bolded insights hold the key, I just can't find it.
edit: figgured it out.  Power in 3, ground 2, accessory 1.
Once I drew a picture based on the above behaviors it made total sense :doh:.  Should have done that to begin with.
Its dark in my garage.  The inside of my car is even darker.  Can somebody tell me where I should look to ground the LED?