I have a matrix orbital LK202-25-USB-FW which outpouts on the GPO's at 5v 20ma I need this to power a 12v relay. What's the best and cheapest way to do this, without damaging my display!
That's not really enough current to drive even a 5v relay (are you sure it's not 200mA?). So I'd suggest using a transistor to drive the relay. The transistor can be almost any suitable NPN transistor (I'm assuming you want this device to be active high, yes?) such as BC337-16 or BC549C or 2N5551. The diode can be any signal diode, but if you have a rectifier diode on hand that'll be fine too.
microcontroller's output usually can supply a max of 20mA at 5v. capnPedro solution is best and should work with no problems. u could use any transistor capable of sinking or sourcing the current required to turn on that relay.. check your datasheet you could also use a MOSFET in place of the NPN if you would like to. & dont forget about the diode