fuel delivery problem?

A month ago, I had the pump and filter replaced.  The car would cut out at WOT on the back straight in 5th gear.  The new pump solved the problem.

This past weekend, the car ran great all day Saturday and two sessions Sunday.  I went to start the car for the third session and it just cranked.  The low fuel light was on.  I put about 4 gallons of fuel in it thinking maybe it ran out of fuel.  I'm positive there was 3-4 gallons still in the tank.  So, I filled it and the low fuel light still stays on.  When I turn the ignition on, I don't hear any pump noise.  Is there something I should check first?  Is there a relay?  I would think there is a pump noise for a second or two to pressurize the rail.