Well……
your sensor (there were several on the page you linked) will commonly need a voltage in (from the Arduino, usually 5v) and a ground, and Vref or Vcc etc, which is your analog voltage out (the data you want to read). You will hook up your sensor to the Arduino, whose microcontroller has been programmed with some simple code to read that data and send it across the serial port (most Arduinos have a serial-to-USB convertor). That code will either come from the examples that come with the Arduino, which also has its own IDE or intergrated development environment, or to you and I, coding and compiling software, or the code will come from the ladyayda tutorials or wherever, you just have to find the right one, adapt and learn it and then upload it to the microcontroller. THEN you need a MaxMSP patch, which will use the [serial] object to ‘listen’ to the serial port on your computer for the digital data which represents whatever the sensor is, erm, sensing. If you need to do this in a hurry and with little knowledge, you may fail many times due to simple errors, my advice is to start very simple (light an LED = "Hello World") and build from there. Check the Arduino forum too.
Keep us posted on your progress please
Brendan
