Confused

I have a 1986 Ford Bronco II. It is 2 wheel drive witha 2.9L engine. When I fisrt purchased it, it ran only for a few minutes then shut off. I had it towed to my house and began to do some work. We put in a new fuel pump (which there wasn't even a filter in the old one) Change to duel exhaust it had (that wasn't connected) with a single exhaust. Then the bronco would only turn over but not start. We have changed the ignition(which was craked) and changed the fuel pump cut off switch. Still it won't start. If you turn and hold the key in the start postion it sounds alright but once you let go it shuts off. I am now getting worried because we don't know what is wrong with it and I think we are going to burn out my starter and just cause more damage. This is my first car and I am trying to fix it up if you could please help I would greatly appreciated. Jessica :cry: