First time using interrupts

AH HA!
I love it when I'm right!

now all i need is the sparkfun delivery to arrive, and a 1 10KOhm resistor and I can have a play with the wiring :S

there is some sample code I am going to base my work on (why reinvent the wheel?)

and has the following wiring diagram

                       +5V
                        |
                        <
                        >     10K
                        <   Resistor
                        <
                        >
                        |
 Analog Pin 5-----|
                        |
                        -------| To weather vane
                                | (mystery resistance)
                   -----------|
                   |
                   |
                 -----
                  ---
                   -

am i right in thinking, i can take a feed from the 5+v pin on the arduino, put my resistor in line, then split the line one going to pin 5 (or my chosen pin) and the other to the weather vane.

and GND just goes direct to the Arduino GND pin?

if so, can someone explain how/why this works? so that I understand please?