Funky, that's the wrong pin layout for that specific string. Look closely at the labels. I have the same string. Looking at the first picture, the wires are, from LEFT to RIGHT:
(SDI) Serial Data In, (CKI) Clock In, GND, VCC
Drm, download and install the FastSPI library. (http://code.google.com/p/fastspi/
Open the testleds example from the library. Set it to use the WS2801 (read the first few lines of the example sketch). Set a data rate of 2 like so:
Connect the VCC and GND lines to your Arduino's 5V VCC and GND. Connect the SDI wire to the Arduino's MOSI pin (pin 11) and the CKI wire to the Arduino's SCK pin (pin 13). Copmile and upload the sketch.
Report your results.