hi Jon
you need to assign a value for the relay address.
At the moment you are not assigning it; I imagine it is defaulting to 0.
The relay_address variable in your code holds the physical address of the module that gets sent with every command. Devantech uses this address in their communications protocol so that you can use more than one module on a network.
The default address is 1, so to send ocommands to a module with an address of "1" connected to the Arduino, you would use the code:
byte relay_address = 1 // set the relay module address to 1
This page tells you more, and also how to change a module's address.
D