I installed a new pressure switch and tube 40 to 60lb switch and I set it to click on about 41 and off at 61lbs it always clicks on and off but sometimes when it shuts off at 61 it continues to build pressure until the relief valve goes off. I checked the pressure in my well tank and it is set with factory setting of 38lbs. The reason I replaced it is that was what the old one was doing.

Check the small copper tube from to the control box. Make sure that tube is clear. Good luck, Tom

but sometimes when it shuts off at 61 it continues to build pressure until the relief valve goes off.

How do you know it has shut off? Have you checked to see if the pump is still running? I imagine it is. If that is the case, then the switch has not shut off. Speedball might be hitting on the reason, but you did say you replaced the "tube". Did you mean the little pipe that connects to the switch?

Is your pump above ground or in the well?