I have a sound module that plays a sound as long is 5v is applied. I tried powering it off one of the digital pins connecting the neg. to ground and the positive lead directly to one of the digital pins. When I set the pin to high however, the sound for like 1/2 a second then stops and starts again over and over until the pin is switched back to low. Could this mean that the sound module is drawing too much current? I believe it uses somewhere between 30 and 40 mA. I thought each pin could handle up to 40mA. Thanks for any help.
Just because you believe something, does not make it true. Electronics is based on measurements, not faith.
If you have an "unknown" device/circuit a relay is a good way to turn on/off power.
The Arduino can't directly drive a relay coil so you'll need a driver circuit or you can buy a relay board with a built-in driver.