My previous post was completely wrong... following the arduino page I got this wiring:

with my own code:
int led = 11; //just a led
int analogIn = 0;
float analogValue;
void setup() {
pinMode(2, OUTPUT); // s0
pinMode(3, OUTPUT); // s1
pinMode(4, OUTPUT); // s2
Serial.begin(9600);
}
void loop () {
digitalWrite(2, LOW);
digitalWrite(3, HIGH);
digitalWrite(4, HIGH);
analogValue = analogRead(analogIn);
analogValue = map(analogValue, 0, 1023, 255, 0);
analogWrite(led, analogValue);
Serial.println(analogValue);
}
It works!
(If you are not sure about what pins are where it is the same way up as the playground image.)