controlling 8 relay's can be done with an UNO but you might need some extra electronics.
Start here - http://arduino.cc/en/Guide/Windows
download the IDE and check the Tutorial section
http://arduino.cc/en/Tutorial/HomePage and try some
e.g. http://arduino.cc/en/Tutorial/BlinkWithoutDelay
Although basic it is fundamental to understand these kind of samples as an Arduino is not comparable to C# (you might consider a FEZ - www.tinyclr.com - if you want to stick with .NET)
Then check the playground Arduino Playground - HomePage for relay based samples.
Do you know what relays you are using?
Be aware that you might need an additional powersupply for them, and driving electronics as the outputs of Arduino might be not strong enough.