How 2 Hook Up Compressor to Ignition???

Hello again! I just purchased a compressor and the dude that sold it told me that it would be a good idea to hook it up to my ignition switch. In other words...it shouldn't run when the car is off. I don't know who makes the compressor...NOT VIAIR or Thomas, but this thing is huge. It will fill up both of my 3 gal tanks in less than a min and they are known to kill a battery. I am running 2 batterys (yellow top and a dry cell Stinger). They told me i needed to use a relay. What kind of relay should i use and whats the best way to hook this bad boy up??? Thanks guys for all the help!!!