OK, now the "chassis" should not be connected to any other part of the electronics. You may connect it to the power (mains) ground of your power supply and to other grounds to ensure the casing cannot become live - though this should not be a risk in respect of your measuring equipment, more likely something else in the plumbing.
Power ground and signal ground should be connected inside the device, so you connect your power supply to the three power supply terminals and your Arduino ground to the "signal ground". This means you should not need any other connection between the power supply for this unit and your Arduino system.
Guys - note when posting links to eBay (or Amazon) - remove the question mark and all following it. So the link to the device is actually:
http://www.ebay.com/itm/Tylan-General-Millipore-CDLD-11S06-EMC-0-10-Torr-Capacitance-Diaphragm-Gauge/221645306026