I don't know which brand of control valve you have but there is a plug or cap on the valve that covers the set screw for the relief setting. A quarter turn in on the screw should help. If you don't have a gauge between the pump and valve it may be difficult to see what adjustment helps.
Info for a couple different valves,
http://www.hydraulic-supply.com/pdf/543.pdf
http://www.energymfg.com/pdf/16445x.pdf
http://www.princehyd.com/Portals/0/products/valves/LSR3060InstS.pdf
Info for a couple different valves,
http://www.hydraulic-supply.com/pdf/543.pdf
http://www.energymfg.com/pdf/16445x.pdf
http://www.princehyd.com/Portals/0/products/valves/LSR3060InstS.pdf