Now if I were Grumpy Mike, I'd refuse to try and interpret that schematic. Actually I gave it about three minutes and that's all I'm willing to do. Seriously, a proper schematic even sketched with pencil on paper and scanned in would be far better. The way that 1N4001 appears to be connected just makes no sense at all. Sorry about that, don't take it too personally! But try to find a better way.
Having said that, here are a couple things that strike me off the top. Driving the relay direct from an Arduino pin is probably not appropriate. Do you have specs on the relay? What are its rated coil voltage and current? The problem is that most relays need more drive than an Arduino can provide, so using a transistor at least to provide more current is usually needed. So a resistor is actually sort of the opposite of what is needed. Ditto with an MP3 player. And using a speaker in place of an MP3 player is way off in left field. If that's a dynamic speaker, it probably represents nearly a dead short to the pin. I hope your Arduino is OK.