same thing happened to me in my 97 just the other day. i was driving and it just shut off, i could not hear the fuel pump when i turned on the key so i check the fuses under the hood and all was fine i checked behind the dash all of the ones back there said nothing about fuel or anything so i figured it was a bad fuel pump. i got it back to the house with help from a good buddy and his trailer and we replaced the pump, but it did not start. i checked all of the fuses and the pdc coil fuse was blown soi replaced it and started the jeep it ran for a few minutes and blew. i did this again and it blew as soon as i put the new fuse in. i checked every connection and every wire around the jeep for signs of a crimp or a short nothing. i did a little internet research i found that the asd {auto shut down},horn,fuelpump,ac all run off of this fuse. it supplys power to the activation coil in those relays when the key is on. the asd is the confusing part because it controls the coil ,the pre heater in the o2 sensor, the distributer, and computer so that when you turn of the key it shuts down all of those funtions to kill the jeep. i unpluged every conecttion on the jeep all of them, including the computer. i then plugged them back in making sure to get them all connected tight ,saving the computer for last, then i replaced the fuse again with a new one and started the jeep. it has been running fine for a week. i am not sure what i did to correct the problem but it worked and i hope you have the same luck as i did.
good luck let me know if you find anything else as this is still a mystery to me