What dave just said is correct.
I'd like to add some "robustness" tips to his solution
usually a pin on the arduino board will be able to withstand at most 20mA whereas the ultra bright led operate , usually, at 50mA.
this means that in the long run the pin on the micrcontroller will burn.
The best solution is to use a power mosfet... like an irf520. Check the datasheet and connect the gate to the arduino pin, the source to ground and the drain to the LEDs cathode (-) the LED anode (+) is connected to whatever voltage you like... (up to the max supported by LEDs)
massimo