I have a load cell connected to my Uno as in my attached picture.
I am using a 10k resistor which I know is too large but I have to wait until I can get a hold of small resistors.
Can anyone tell me if I am connecting it up correctly?
You would need to tell us what sort of amplifier you are using.
There are several relevant tutorials, e.g. Load Cell with an Arduino
Thanks for these links guys.
I am using an 8 pin amp, the INA128. Is he INA125P a more suitable amplifier?
Your schematic looks OK. Does the circuit work?
The INA125 includes a stabilized voltage reference that can be used to power bridge sensors, but the INA128 is a better amplifier, with lower offset and bias current.
If you're ordering the resistors to set the gain then what you really want is a multiturn pot in the 100-500 ohm range. You really need to be precise in the gain setting to get the best precision from the gauge.