be80be:
Well if you did what you show in the pic you probably killed your uno you are sinking 12 volts..
http://elecfreaks.com/store/download/16_Relay.pdf
Wow I can't believe what a stupid design that is. The whole point of having an opto isolator is to isolate the supply from the driver. Having the same Vcc on each side of the opto isolator is just so stupid. What should happen is that Vcc on the LED side of the opto should come out as a separate connection.
What is saving your arduino is the 1K resistor and the LED, that is limiting the current through the protection diodes on the arduino but is exceeding the safe value of 1mA.
Having said that it should work because you are sinking the current. Are you sure that the pins you connect to the board have had their pin modes set to be outputs in the setup() function?