Whats the use of the doing that? So its not possible to use the sensor with only your laptop and an Arduino board?
Any voltage applied to the AREF pin after calling analogReference(EXTERNAL) will be taken as the reference voltage for the analog-digital converter.. this means that if you have a 3.3V voltage on the AREF pin, when you use the analog input you will get 1023 when the voltage read on it is 3.3V.
Without doing so, the default voltage (on any 16Mhz arduino) would be 5 Volts. So if you don't do the above and you expect your analog voltages to be 3.3V maximum you are loosing almost 1/3 of precision.