Getting started with Arduino: Figure 5-7

Chagrin, thank you very much for clarifying that it needs 9v, as I was only powering by USB. The MOSFET is the L7805VC full info here --> http://www.makershed.com/v/vspfiles/assets/images/l7805.pdf

Looks like the TO-220 in the datasheet.

It's from this kit LEDs | Breadboards | Resistors & Much More!

Graynomad, thank you very much also for the sketch sample. I am also new to the sketches. Is the following sufficient to upload to the Arduino Uno R3?:

void setup() {
pinMode (9, OUTPUT);
digitalWrite (9, HIGH);
}
void loop(){

}

That's all I have in the IDE

Again thank you both for taking the time to respond to me, it is very much appreciated.