Using Arduino Uno R3 + Ethernet Module, how to control current pass to Lamps?
Maybe a relays module?


Yes exactly.  $10 or $15 US.

http://www.amazon.com/SainSmart-8-CH-8-Channel-Relay-Module/dp/B0057OC5WK  

http://www.ebay.com/itm/8-Channel-5V-Relay-Module-Board-Shield-for-Arduino-PIC-AVR-MCU-DSP-ARM-/390594938127