PSU Control Not Working

Recently bought a 5 volt relay off amazon that is compatible with arduino, installed it on my 3d printer, installed PSU Control and set the GPIO pin to 2 (because that's the pin its connected to, pin 3 on the board) and nothing happened, clicked the little lightning bolt on and off and it would not do anything. I tested all the other GPIO pins and it still does the same thing. Also, when i turn the power on to the raspberry pi it immediately closes the relay so i thought that was weird because i would've thought it would've left the circuit open until you tell it to close it.

Any help would be very much appreciated.