I'm totally new to Arduino, and microcontrollers for that matter, so I'm having a hard time figuring out how to connect LEDs to multiple pins, but using a common external power supply...

I've created a starting light that's connected to pin A0-A4 + A5 (turn all LEDs on). I hooked each LED to its own pin directly (A0-A4) for the countdown part ("5, 4, 3, 2, 1, "), and then 5 additional LEDs to pin A5 ("GO!").

For the countdown part, when only one LED is on at a time, there's enought power. But If I were to light them all up at the same time, there won't be. So I figured that I should put a relay into the mix for that part, and have them draw power from an external 12V power supply.  
I did managed to make the relay work in the circuit - switching all LEDs on/off, and getting power from the external power supply. But only through one pin.

I'm not sure how to have the start lights use an external power supply, and at the same time get signals from multiple pins. How do I do that?

I'm sorry if my description is unclear. So please let me know if you need more information.

The LEDs are 3.4V 20mA  
The powersupply I'm planning to use is 12V.

I'm planning to have this start light - which is built in its own casing - use it's own power supply, while the Arduinio is running of the power from USB. So all I want to do, is to have the signals sent over to this starting light unit, and not power and ground.

Thanks in advance...