Is my Relay is connection is wrong?

When asking hardware questions it is most helpful if you include a schematic of the circuit. A relay most likely cannot be driven directly with an Arduino output. What is driving the relay? Making it necessary to download your code limits the number of people who can or will help you. Read the "how to use the forum' stickies to see how to format and post code.

A schematic can be hand drawn and a photo posted.