Hooking up Christmas lights to Arduino

Sorry I haven't responded in awhile. I've been busy with school work and other projects. I tried hooking up the relay I have using this schematic http://www.plcs.net/relay5.gif. The relay was clicking but again the lights didn't go on so I'm thinking it's the lights not being able to turn on and off quick enough. I've never really used relays before so would using a solid state relay as suggested fix this problem? Also would using the mechanical relay I already have with LED Christmas lights work as well? Any help would be greatly appreciated.

Steve