Sorry for my previous reply about the resistor being required, Westfw is correct. The resistor is only used in certain circumstances.
I assume you have connected
pin 1 on the sensor to analog pin 4 on Arduino
Pin 4 on the sensor to Arduino Ground
in 8 on the sensor to Arduino +5V
Thats how it shoul be connected if you are powering the sensor from the Arduino board.
If this is the case, i would try to disconnect pin 1, and meassure the voltage between pin 1 and 4 on the sensor with a volt meter while you make some temperaure changes. This way you can see what voltages it is actually putting out. If these voltages are not in the 0V - 5V range something is wrong.