EE Jason,
The (+) and (-) lines are always 'hot'. The third wire and the (-) are the signal circuit. Just connecting a relay to the (+/-) lines won't work, as you found out, unless you have a relay that can be 'pulsed' on/off (good luck there!).
There are devices that are made to do just that, are an add-on to the transmitter, and that send a 'coded' signal to more than one device connected to one servo slot on the receiver (pulse width and polarity kinda thingy). Another simple way of doing the same thing for us 'cheap' people is to just use a servo and a 'micro' switch. The servo 'taps' the micro-switch's lever on'off, or holds it down till released, depending on the switch and function.
- 'Doc

PS - Using an 'air' radio for 'surface' control isn't exactly the best idea in the world (also illegal) cuz of the possible consequences. As in your causing a crash and the airplane guy chasing you with bodily harm in mind. Doesn't mean that 'air' radios are impossible to use for surface stuff, just a very bad idea...