Well I finally figured out what it was. The alternator cable was stuck up against the radiator. Due to this the outer casing had frayed/melted and this in turn had frayed the Blue/White wire that turns the warning light bulb off. The relay was fine. Thanks for all your suggestions guys, they were helpful in tracking the problem down. Just need to fix the wire properly.
Course, my radiator looks a bit monged too and there's another pipe rubbing against it. There shouldn't be stuff rubbing against the radiator, bending the fins should there?
One thing I don't understand though. I bought the Haynes manual to help me trace the wires and it makes no mention anywhere of the warning light relay, either in the charging section or on the wiring diagrams. Come to think of it, it doesn't mention a few of the relays that are in the footwell.
Colin.