Yeah, all of the races are distantly related.
According to current research and theory, all human races and humans today descend from a group of Africans who lived about 50-60,000 years ago. This group of people was completely modern both in their body and mind. They spoke a language, practiced a religion, and had a level of intelligence that was on par with modern humans. If they traveled forward in time to the year 2008, and put on a T-shirt and jeans, they would look almost exactly like a human being today.
This group of Africans left Africa for whatever reason around 50,000 years ago. They migrated first to the Middle East and Australia, and then Europe and Central/East Asia. The last continents to be populated by humans were the Americas. They had spread over much of the world.
People living in Europe lived in a different environment than those living in Africa, Asia, and so on. Because of these different environments, people adapted to their respective locale. Africans benefited from their dark skin because they were subject to the harsh sunlight - light skin would have caused skin cancer. Farther North in Europe and East Asia, dark skin wouldn't be that much of an advantage. So lighter skin had an opportunity to evolve.
The differences between different races are insignificant when compared to the similarities. All of us living today originate from a population that lived in Africa "only" 50-60,000 years ago, and we are all members of the species Homo sapiens.