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A transistor is likely to work in this case. Connect collector and emitter between the photoresistor leads, and base terminal to an Arduino output pin with 220ohm resistor.
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The Gadget Shield: accelerometer, RGB LED, IR transmit/receive, speaker, microphone, light sensor, potentiometer, pushbuttons
I did a similar thing with a transistor and an mp3 player, and had to also connect the transistor ground with the ground on the device and the Arduino ground so that they had common grounds.
http://arduino.cc/forum/index.php/topic,55814.0.html