Relay not working

I am having trouble getting a relay to work. Here is the setup:

Relay:http: yourduino.com/sunshop2/index.php?l=product_detail&p=181

Arduino UNO:

Sensor Shield: http://yourduino.com/sunshop2/index.php?l=product_detail&p=2

Following these directions: http://arduino-info.wikispaces.com/ArduinoPower#ACDC

I have the Arduino UNO and a Sensor Shield attached to it. Using a three wire cable I have attached the relay.
I run the BLINK program and the LED on the Ardunio and the Relay blink according to the program. The problem is I do not hear the relay switching and after connecting a device to the relay it is clear it is not switching. The connection in the relay is always closed.

I have attached photos of the setup. Any help would be great!

photo 2.JPG

photo 3.JPG

There seem to be a lot of opportunities to connect that cable onto the wrong connector.

Is it possible there is an error in the instructions?

Have you a power supply for the relay?

I would change the blink sketch so it is on and off for, say, 20 seconds each and check with a multimeter to see if the voltage on any of the connector pins is changing. Be careful not to short the multimeter probe across two connector pins.

...R

Thanks for the quick response! It was the lack of a power supply that you suggested. It works now! I had the cables connected in the wrong location.

Actually, the relay board and the sensor shield aren't pin compatible.
You connected a cable that was wired corresponding to the sensor shield, but not to the relay board.
The red and white wires should be exchanged at the relay board.