Hi, can you post a copy of your circuit diagram, CAD or even a scan or photographed pic of a hand drawn circuit.
This will help greatly to help solve your problem.
Tom...
I have the same board and have (so far) had no problems with it. Try the following:
1 Check the LED's to make sure you don't have them backwards. LED's are really just diodes, so current only flows one way.
2 these boards are backwards from the logic you might think. A low actually activates the relay, high hopes them open. Check that you are sending the right kind of signal.
3 If all else fails, pull out your trusty multimeter and check which line have the connection o. Them. I did this the first time with mine too. Just use the ohms setting ( Don't forget to disconnect all three wires from the relay you are testing, it could be a shocking experience if you don't).
Oh, and by the way, I noticed this board gives power to the Arduino, About 4.96 volts to be precise. Does anyone have experience with having the USB connected to a PC while using this board? I don't want to short out something by giving feedback to the lc via the USB. Right nkw i have a diode on ny ground to keep it from feedkng power back, but i woild like thoughts from others...