that little black box is probably a relay for them, did you hook the wires up properly to it?
If it's that hot there is a problem. can you test it for continuity. The coil side should have some resistance to it, maybe a few 100 ohms, the other side should be open when it is off and pretty much zero ohms when the thing is powered on.
Being that hot, there probably is some damage to it, Id get a new one from the manu, that one sounds defective.
If it is a mechanical relay, and the armature is stuck / frozen, that could cause that kind of heat, as it's got all that current trying to pull the thing in and it's not moving. The thing is already broke so this can't really make it worse, try smacking it with something, not enough to crush it or bust it open but some percussive maintenance, maybe can shake something loose if it's stuck? Id still get a new one, that one IS bad.
Aaron