Controlling RGB Lights

So last time i tried to do this i burnt my Arduino. I have a strip of LED RGB lights that i want to use. They take in 9v battery to light up, but i want my Arduino to control the color changes and i dont understand how to do this. Can anybody help please

Before using the strip, see if you can get hold of a single RGB LED and try and get colours out of that. Search for PWM and LED

If you explain exactly what you did, we could explain exactly why you burnt your arduino and what to do to avoid it.
Basically you need to switch your strip with a transistor.

I accidentally ran 9v into the Arduino. And it is a strip of RGB leds i can control all with a 9v battery but only the hole thing because it is all connected to each other

A motor is rather the same as an LED strip in terms of what you have to do to drive it, so look at the first few circuits on this page:-
http://www.thebox.myzen.co.uk/Workshop/Motors_1.html

Thanks man, but i want to change the colors so that a variety of colors come up.

LED light strips come in all sorts of variates. So when you say:-

I have a strip of LED RGB lights that i want to use

You need to say what sort of strip do you have and provide a link to the data sheet of it, otherwise no one can give you solid advice.

You can get LED strips that need a complex control signal squirting in them allowing you to individually control each LED in the string. Or you can have strings where all the red LEDs are controlled with one signal, the same for green and blue.

If you have this sort of string then you need three of the circuits in that link and then you feed them with PWM signals from the arduino.