I've had a few questions from some folks about the project wiring so a made a little video which I'll be uploading to youtube shortly to try to explain it. Here is a little textual explanation that covers the most important points. I don't do very well trying to explain things verbally sometimes, which you will notice if you watch the new video. 
Basically the key to the project is this:
There are 3 common power bus lines. Ground, Positive and Negative.
The electrical sockets all have their positive terminals connected together on the common positive bus.
The electrical sockets all have their ground terminals connected on the common ground bus.
Each electrical socket has its negative terminal connected to one of the relays with the center screw terminal of the relay.
The third screw terminal (common open of the relay) of every relay is connected to the common negative bus.
When a relay closes it connects the electrical socket's negative terminal to the common negative bus thus allowing power to flow through the circuit for that individual electrical socket, causing the lights plugged into that socket to light up.
There are two power sources for the project. The power source supplying power to the electrical sockets (the orange plug in the project) and the power supply that is powering the relay board and the Arduino board (that little HP power supply in the project).