You'll want to be using a 1M Ohm Resistor for this Circuit. The pin extending from the sensor pin (in our case, it's Digital Pin 2), should ideally be a short pin from the Breadboarding Bundle.
1M Ohm Resistor Color Band: Brown > Black > Green > Silver
You don't need a 1M Ohm resistor for this circuit, just a smaller value (like the 560 ohm included in the MetroX Classic and MetroX Express kits). The Metro Express has 1M Ohm pull-up resistor values on-board.