[rjohnsonnm]

Actually, air in the top of the water heater is not a good thing. The oxygen causes corrosion, leading to a new water heater sooner. When the hot water expands the pressure is automatically relieved by the hot water backing up into the supply line leading to the water heater, just like in your house. The only time you want an air cushion is to prevent water hammer (which is not your problem), and you don't put the air in the water heater. If you still have the problem, you probably have a defective valve from the store. One thing you might try is to open the valve when it's pressurized and let it snap shut. Be careful if the water is hot. I have to do that when I fill the system at the beginning of the season. It weeps for a few minutes and then stops. Running a drain from the relief valve is really not something that you should have to do. (BTW, I was a Machinist Mate in the Navy for 10 years, so I've worked with a lot of water systems)
Ron