Arduino Mega cannot keep 4 channel 5V Relay Powered

tdam2112:
Update, problem solved! I believe...
Setting a jumper for JD-VCC independently to the arduino 5V rail resulted in a shut down as before, a quick touch of the regulator showed it was indeed fairly warm.

JD-VCC is supposed to be supply voltage for a device that has some relatively hefty power requirements, right? This means ----- don't use the arduino to power that device. Because if one does use the arduino to power that device....then it's like what 'they' call rookie error. But sometimes the issue is with the makers of the device ...... in their failure to make things clear about what needs to be done (ie. poor documentation and user-manual writing....... eg..... at that site, they might have left out (in pin descriptions) something like JD-VCC : to be connected to external power supply --- not from arduino rail). But that's the life-story for many user-guide/manual writers ..... leaving out important details that could otherwise save headaches for users.