Relay circuit

Notice that in many relay circuits you will see a transistor used in addition to the relay. This is to ensure enough current is coming through to activate the relay. Often the Arduino can do this directly, but some relays require more current.

More examples:

http://www.instructables.com/id/Connecting_a_12V_Relay_to_Arduino/

http://www.glacialwanderer.com/hobbyrobotics/?p=9

SparkFun Controllable Power Outlet tutorial

http://blog.makezine.com/archive/2009/02/connecting_a_relay_to_arduino.html