Help needed with a piezo/knock sensor

I tried to follow this tutorial (http://arduino.cc/en/Tutorial/Knock), but I get no readings from analog0 (only zero). Here is a picture of the piezo buzzer I have:

It works as a buzzer. I even tried using it in reverse polarity, but no go. And what are those 3 small wires? I mean... why 3?

Thanks a lot, LG