Here are two pictures of my setup:
I'm not sure how much is visible in the pictures, so I'll try to describe:
VCC on the relays are all connected to +5v on the arduino
GND on the relays are all connected to GND on the arduino
IN1 on the relays are connected to digital ports 6-9 on the arduino
Most of the 220v outlets are connected to NO on the relay.
I have tried to connect to NC on the first one, but it makes no difference.