Ok, so I just went to the store. I get myself some of those 2n2222(A)(NPN) and 2n3904(NPN), two each.
They both look like this: 
So now I'm following cjdelphi instruction. And I have a 2.2k resistor (this was the nearest one, I have a bunch of other ones also in the 1k to 10k range if an other one is preferable.) So now I'm at step 4/5, I'm using the 2n2222a (NPN) transistor and I'm back for more help.
Thanks a lot 
codlink:
What's the problem?
Well, not really a poblem, though I'm a little scared to damaged stuff.
So, here's what I've got now:
Digital3 -> 2200ohm resistor -> transistor B
Transistor E -> GND
Transistor C -> IR Led negative
5V -> 33ohm resistor -> IR Led positive
Edit: removed schematic, was wrong and confusing me.
'm hoping this is drawn correctly,
you may want to check the diode orientation
AWOL:
'm hoping this is drawn correctly,
you may want to check the diode orientation
Yes, I just flipped it because I thought it was wrong.
I'm sure the positive side is connected to my 5v source, via a resistor. Should I flip it back (on the drawing) or should I flip it on my Arduino?
Edit: So I think this should be correct now: 
Positive is connected to 5V, via resistor. And negative to my transistor.
It depends whether the LED is connected to the Arduino according to the schematic.
AWOL:
It depends whether the LED is connected to the Arduino according to the schematic.
Yes, my Arduino should now be exactly like the schematic.
