Selecting a MOSFET Shield
You can make your own. Buy a protoshield and 4 fets (and a few resistors).

You can also use the shield you linked to, by not using the + terminals on the board. Just connect the + of the lights directly to the battery and only the - of the light to the shield.

The Uno can be powered by up-to 20V, so you can connect it directly to the battery.