Sensor PING-Parallax, which power suplly?

Hi,
I have the sensor PING from Parallax working with Arduino. When it is using the 5V power from computer USB it works perfectly, but when I plug a power supply 5V 800 mA, the sensor doesnt work. in the datasheet of PING they say that it uses Supply Current – 30 mA typ; 35 mA max.

the arduino and the leds are working fine with the power supply I have here, only the sensor is not working.

Do you have any idea of what power supply I should get to function everything toghter?

I am using 24 red bright leds 5mm measuring the distance with Ping through light intensity. just that.

Thanks for helping!
anaisa