To move something in the real world, more volts and amperes are needed than Arduino can put out bu itself. Relay to the rescue.
A relay is an electrically operated switch. Very nice description by http://en.wikipedia.org/wiki/Relay
Unfortunately, connecting a relay directly to Arduino is not possible or at least not feasible.
Relays usually need more than 40mA at 5V to operate. And that is the maximum, Arduino can supply. So more electronic components are needed.
At least three good stories, implementing almost the same schematics are http://www.glacialwanderer.com/hobbyrobotics/?p=9,