mwhens:
Ok, a little bit more clear now, thanks.
I was thinking about putting on all output pins of the arduino an small transistor.
If all outputs would be high, the Arduino can't power everything I think. To be sure of this, I tought, why not boost it with an transistor.
Can that be a problem?
Yes it can be, depending on how you wire up the transistor, what kind (NPN or PNP or mosfet), and if you mind if there is a logic inversion as a result of adding this 'driving transistor'. Not saying it can't be made to work if wired correctly, just that your picture won't work, and it shouldn't be needed.
How much current wil an mosfet use normally? 2mA or something?
Once the mosfet is fully on or off it draws 0 (yes zero!) ma from the output pin, it just draws current during charging and discharging the mosfets gate on the transition of turning on to off or off to on. Some people like to put a 200 ohm series resistor between the output pin and the mosfet gate to limit the peak current to protect the output pin, but it probably would work fine without it.
Good idea about the resistor.
Any other ways to make it an safer switch circuit?
Some spook about fuses and zenerdiodes and resistor on the gate, don't know what it all does, or if it's usefull.
But I like to be on the safe side.
Well resistor in series with the gate we just talked about. Fuse on your external power supply always a good idea, unless it already has automatic overcurrent shutdown protection. No zener needed anywhere.
Ok, I now know it is thermal watts. But how much would the IRLZ34NPBF be capable of switching, and how much thermal watts would make for example the 48v 4A?
Power dissapation is a hard thing to calculate, but most of the loss is the I squared R loss, where I is the load currect and R is the Ron resistance of the mosfet when it's turned on. Other losses are the transision losses developed during the short periods between turning on to off and off to on, so are related to the PWM switching speed being used. The Arduion PWM switching frequency is under 1khz I think, so I would think you can ignore it. Make no mistake thermal watts dissapation is the limiting thing that keeps one from using a 40 amp rated mosfet at 40 amps actual load, only with massive heat sink with fan cooling would one reach the current limit. Heat is the limiting factor. However at 4 amps you probably won't even feel them warm up, or very little. If you can touch them and it doesn't raise a blister, then you are OK.
And also, the 5v and ground from the Arduino will be provided by a long (around 5-20meter) Cat6 cable. That would be ok right?
That is a pretty long distance. I would check out the system using short (under 1 foot) first to see if everthing works ok. Then later try a longer run and check if mosfets get too much hotter or not. You can always add simple 8 pin DIP mosfet gate driver chips to support longer cable runs if they are required.