hello, I just bought this relay. Could you tell me how to connect it.
very easy, connect vcc to 5v, gnd to gnd and the other two pins to 2digital pins on the arduino, set it to HIGH if you want the relay to switch ...
that's what I did. the relay LED lights up. but the relay does not trigger
Is COM connected to GND ?
there are some PINs sticking on the side, they may need jumpers, can you show picture from other side, it might help you to get ppl to help you 
and dont jump anything without knowing what it does, just to make that clear, as you may end up frying your module !
sone0121:
there are some PINs sticking on the side, they may need jumpers, can you show picture from other side, it might help you to get ppl to help you
Correct. 
You have to jumper COM to HIGH (for both relays) if you want to connect the COM terminal to ground and trigger with HIGH level, or vice versa. Or possibly the other way round, I haven't the time just now to research it. Point is, you must set both jumpers to either "High" or "Low". No harm in playing around with it to determine which.
Note this design uses AC opto-isolators to make this choice possible. The "COM" terminal should connect to either Vcc or ground on the controlling Arduino together with the wires to the outputs for the "IN" terminals, the "DC+" and "DC-" terminals should connect as a separate paired cable back to the relay power supply to maintain isolation.
On further thought, I really cannot figure out what those jumpers are supposed to do. I am unable to find a schematic of this particular sort of relay module - I would have to see it myself and trace out the circuit. 
