Image courtesy of SparkFun Electronics
Common cathode RGB LEDs have 4 pins – 1 shared cathode (you generally connect this ground) and 3 anode pins for red, green, and blue (you generally connect each of these through a current limiting resistor to an Arduino pin). From longest to shortest, the pins are cathode, green, red, blue. Note that common cathode RGB LEDs and common anode RGB LEDs are not the same! Make sure you get the right one for your project.