I noticed that when I turn on a 5V relay (100mA coil current) my 20x4 LCD screen dims. I thought maybe I was exceeding the 500mA threshold of my USB 2.0. So I hooked up a 5V 10A wall wart to the VIN pin and the dimming vanished. After using a multi meter and measuring current at the VIN pin, the wall wart is only pulling 150mA... what gives?
The LCD also consumes a good chunk of current also.
To prevent excessive current draw then make sure you supply any items like that with an independant supply.
Although the power supply via USB can be up to 5 V the board itself is rated for 3.3 V
Full specs HERE
The I/O pins are only rated for 7mA so you were pretty lucky to get the relay to work at all. Dont know the specs for the LCD. You may want to look into that.