No schematic and no hook-up diagram is sort-of a BIG PROBLEM! 
You should only need 3 connections: Power, Ground, and Analog Out. I assume the + pin is power (+5V) and it looks like you've got it going to ground.
I see the LED is on so the board is getting power, but I have no idea if it's getting powered correctly. If you hook-up something like this wrong, there is always the possibility of destroying it.