There are 2 problems with a solenoid. In rush current and the spike when power is removed from the field collapse. To handle these loads you can use a relay, motor-solenoid driver chip or a logic level FET. You can't use the 5 volt control output of the vex controller to power a relay directly. You need to use a transistor to power it. A PNP transistor like a pn2222a would do. If you go to the parallax basic stamp web site there is a tutorial called stamps in class that goes over choosing and wiring a transistor to power relays. I believe it is the 2nd chapter. There is also this link-
http://kronosrobotics.com/Anotes/Relays.pdf