You don't need any special relay. Any relay will work. Merely connect it between the switched positive and permanent live rather than between the switched positive and earth.
I hope they didn't charge you a lot of money for the 'reverse relay' :!: :?: Did they try to sell you a left handed hammer whilst you were there :!: :?:
Landrovermad, you want to connect the LED between a wire that is always live, and a wire that only becomes live when the ignition is switched on. You should be able to find such very wires easily with a pin (to [ed - prod with a sharp implement] through the wires insulation) and a multimeter.
If you get the wires connected the wrong way around, you won't break owt, the thing merely won't work. In this case simply swap the connections over.
The LED will draw a miniscule amount of power, so you don't need to worry about overloading any circuits.