please help me out here guys

i got all the parts that Louis said to get, now i am not sure how to use the 3A diode. well i am no electronic engineer, so i have no idea how to use it. Its got 4 metal pronges coming out of a black piece, they each have a symbol on the other side, +, s, -, s....is this the correct piece? how do i use it? what is the point of it? will the lights work correctly without it?
please help me out!
thanks
Darski