The diode is required to prevent EMF problems from inductive loads. Almost all loads are inductive so it recommended that you install the diode as shown above. Please install a fast recovery diode that has a PIV rating greater than the line voltage VDC. A suitable diode is available for purchase on the HDD product page. The HDD product is capable of switching the + OR -, which some people might call "high side switching" vs "low side switching".

You can quickly test a HDD solid state relay by using a standard 9 volt battery as the control input. Note the power supply + (terminal 2) and - (terminal 1) locations. If you mis-wire the power supply connections, the solid state relay will always appear ON.

The diode has the stripe on the cathode side.