Jeep Repair: Starting Problem, relays, cps

Question
I have to turn the key in the on position, wait sometimes up to 30 minutes for the relays to click, (the colder or wetter it is the longer it takes) the check engine light goes on, then off. If I start it right away it stalls out, starts the second time. If I wait 2 or 3 minutes after the relays stop clicking it starts right away. I was told it might be the CPS, replaced it and still the same. Can you "PLEASE" help me? Thank you for your time.

Answer
i cant help u with much unless u tell me what kinda jeep and what year and engine size. Plus what is the codes for the check engine light? And the relays issue would have nothing to do with a CPS the CPS is only used when starting to tell the computer when it is moving and how fast. What relays do u feel clicking?