VTI SCP1000 Series
Absolute pressure sensor
SCP1000-D01
SCP1000-D11
Only thing I can see mentioned here is bypass capacitors http://www.sparkfun.com/datasheets/Components/scp1000_product_family_specification_rev_0.08-3.pdf on page 34. The Sparkfun breakout board supplies those.
There also needs to be a solid signal ground between the sensor and the Arduino. I don't see anything else mentioned on the four SPI signal lines in the research I've done.
Basic explanation of SPI from embedded.com http://www.embedded.com/columns/beginerscorner/9900483
The connections for SPI would be the same as in the SPI-EEPROM demo for Arduino http://www.arduino.cc/en/Tutorial/SPIEEPROM which also explains how SPI works.