MOSFET with arduino pro mini 3.3V

snyfir:
I received the IRLML2502. I m so surprised that small thing like that can switch on/off 12v 4A.

That's nothing, you should see the devices in my 400W class D amplifier, basically bare dies with thin
metal backing, each about 1/2 a square cm. Modern MOSFET dies can switch kW levels of power
without needing much heatsinking, as on resistances of 1milliohm are routinely achievable, here's
an example: http://www.farnell.com/datasheets/2334228.pdf

I love MOSFETS