You need to 1) power the microphone and 2) amplify its signal, before using it with the Arduino.
Here's a good article on powering microphones. As for the amplification, there are various schematics based around op-amps, power amps or transistors.
I have two posts on my blog that may be of help:
Mic amp with LM358 op-amp
Mic amp with LM386 power amp