RGB LED will not work.

I am fairly new to Arduino, and I am not quite used to it yet. I have hooked up a RGB LED to my brand new Arduino Uno, and it will only glow red. I have it connected to pins 11, 10, and 9 with 330 Ohm resistors between the LED and the board. This is the code I used. I don't think anything is wrong with it, but I may be wrong.

int RED = 11;
int GREEN = 10;
int BLUE = 9;

void setup() {
  pinMode(RED, OUTPUT);
  pinMode(GREEN, OUTPUT);
  pinMode(BLUE, OUTPUT);
}

void loop() {
  digitalWrite(RED, HIGH);
  delay(1000);
  digitalWrite(RED, LOW);
  
  digitalWrite(GREEN, HIGH);
  delay(1000);
  digitalWrite(GREEN, LOW);
  
  digitalWrite(BLUE, HIGH);
  delay(1000);
  digitalWrite(BLUE, LOW);
}

Few questions... How is your RGB LED wired up. (Relevant to next question) Is the RGB LED a common anode or common cathode device. (Effects how the device works with arduino) What are the specifications for the LED (Forward voltage etc) or supply a link to the device you have. (Is the LED suitable for direct control from arduino)

The code looks OK, must be a problem with the wiring (but I can't see it from here...)

That sounds like you have not got three rsistors going to the anodes with the cathode to ground for a common cathode LED. Or three resistors connected to the cathodes with the anode going to +5V for a common anode display.

That result is what you get when you try and shair one resistor for three LEDs.

My LED came in an Arduino starter kit from radio shack. I'm not sure if it is common cathode or common anode. I assumed it was common cathode. I a 330 Ohm resistor connected to pins 11, 10, and 9. The resistors then connect to what I assumed were three separate anodes. I had the remaining lead connected to the ground pin.

Well it sounds like you are doing things correctly, time for a photograph of your setup. Please make it under 1000 pixels wide and sharp.