Unstable low voltage relay problem

I'm trying to control an MP3 player with a microcontroller. The MP3 player has one button for on/off/play/pause, so I've got two leads soldered in to bypass the switch. These are connected to a 5V Radio Shack reed relay, which is controlled by an output pin on the microcontroller. The software works fine. If, instead of the leads from the MP3 Player, I use the relay to control power to an LED, all works exactly as it should. But if I have either the MP3 leads or no load on the relay, the relay is unstable and rapidly cycles on and off.

I'm looking for quick help on what I'm doing wrong and how to fix it, as I hoped to have this control a talking skull on Halloween.

Well, I'm still not sure WHY I got the unstable behavior, but a capacitor across the relay coil solved the problem.

A guess would be that the battery didn't have enough capacity to build the full field to pull the armature. The cap stored enough energy to let it pull in.