Using external power supply to power leds on multiple pins (A0-A5)
Caveat: I too am new to this. The answer below is my understanding and I need an expert to confirm.

Current in your Arduino:


A single digital pin on a Uno will provide 40mA -- and could conceivably power two of your LEDs.
The VCC pin outputs 200mA and could therefore conceivably power ten. 


So all you need to do is power your LEDs from your VCC, but use your digital pin as a switch. One idea, which you had, was to use a relay. But a relay is an inductor so don't connect it directly to the Arduino. Make sure it's on a shield. But that shield will essentially do exactly what you need to do, but to drive the relay rather than drive your LEDs: It will use the digital pin to switch the VCC and activate the relay.

Luckily this isn't hard. All you need is the most magical of all components: the transistor. A transistor can be used as a switch to turn on a higher current. In your case, the transistor can switch the VCC connection to the LED array when the digital pin is high.


This question was answered nicely over at the electronics stack exchange.
Here's a PDF tutorial on using transistors as switches.
Found a nice reference on figuring out the transistor / resistor relationship.


Here's the circuit I believe you need based on my understanding. Note that the values of the resistors and transistors are just made up. Read the docs above to get the correct values.