That relay comes in versions with different nominal coil voltages, as in the list you gave. It sounds like you bought the 5V coil version. You need an NPN transistor to drive it. See http://t1.gstatic.com/images?q=tbn:ANd9GcT6fucx3aX-zTgJRxyTKkDyY29jUtv6C2Uis7rRji7xlRvUcSmg4w for a suitable schematic, but where it says +12V use +5v. Suitable components are:
Transistor: BC337 or 2N2222A
Resistor: 1K
Diode: 1N4148