Hi, Look at the schematic here of the typical relay boards that are widely available (2,4 or 8 relays per board): http://goo.gl/28CDM
As Crossroads and others suggested, run the optoisolator input from Arduino +5V and pull it to ground/Low to activate.
The active-low is important. See here for why: http://arduino-info.wikispaces.com/ArduinoPower#4-8
DISCLAIMER: Mentioned stuff from my own shop...