Arduino Ethernet Shield 2 Web-client to control Relay. DigitalWrite Breaks code

Projects Programming
2 
  //Inital Set Relays Low
  digitalWrite(RELAY_1, HIGH); 
  digitalWrite(RELAY_2, HIGH); 
  digitalWrite(RELAY_3, HIGH); 
  digitalWrite(RELAY_4, HIGH);

For some definition of Low...

What is connected to these pins?

  delay(3000);

WHY?