The following article is hosted on Blog flu-proyect.com, which surprised me because it's a website about computer security. Anyway It's comes very well another tutorial about relays and GPIO connector.
Teaches us to install the necessary software to make everything work. We also have some Python code that will help us connect with the RPIO library (yes, with R).
Translated link: flu-project.com > Part I
Translated link: flu-project.com > Part II