Oh boy. You need a fan controller.
The thermo switch has 2 wires because it measures resistance as a function of temperature change. The fan has 1 wire because it needs to see 12V (+) to draw power. A relay triggers a large current when it sees a small current.
How can the thermo switch possibly trigger a relay when the thermo switch doesn't have current flowing through out?
http://www.frsport.com/DIF_Dual_Fan_...40SX_t_22.html