That looks like the right connection (although again, hard to tell with such crappy pictures).
What people are trying to tell you here is that this may not work at all because your little neon lamp is not a big enough load for the triac. So if this doesn't work, try it with a standard incandescent light bulb to see if that works. If it does, then you're going to have to find another way to control your neon lamp.
Neon bulbs consume very, very little current.