Strange sounds when starting up are never a good sign. Your 2003 Ford F-150 fuel pump relay will usually be located in slot 301 inside the power distribution box, which is situated in the engine compartment.
Here are some steps you should take to inspect and/or replace it:
If you happen to have a code reader on hand, diagnostic trouble code P0230 indicates low voltage in the fuel pump relay. Should you discover that your fuel pump relay is actually doing just fine, be sure to take your truck to a trustworthy mechanic to get a more thorough inspection—engine trouble is not to be trifled with!