We consider a network composed of two interfering point-to-point links where the two transmitters can exploit one common relay node to improve their individual transmission rate. Communications are assumed to be multi-band and transmitters are assumed to selfishly allocate their resources to optimize their individual transmission rate. The main objective of this paper is to show that this conflicting situation (modeled by a non-cooperative game) has some predictable outcomes, namely Nash equilibria. This result is proved for three different types of relaying protocols: decode-and-forward, estimate-and-forward, and amplify-and-forward. We provide additional results on the problems of uniqueness, efficiency of the equilibrium, and convergence of a best-response based dynamics to the equilibrium. This issues are analyzed in a special case of the amplify-and-forward protocol and illustrated by numerical simulations in general.