BillyDrenan:
I have it wired up the same as the example on the website.
Which website would that be?
Please post a link to the specific page for the sensor you're using.
As stated before, posting a circuit diagram is very helpful. Simply pointing to the website is a good start, but not enough, because you're also using LEDs, and a 12V supply. It will be difficult to assist without knowing what you're really doing.