The link Justin gave provides a good basis for getting up and running as well as a reasonable solution to use with an Arduino for non-precision measurement.
If you need higher precision, the other document we attach on the product detail page, SPEC Sensor Operation Overview, goes into a bit more detail how the sensor operates and gives a recommended dual op-amp circuit for higher accuracy.
Note that both the sensors you mention are temperature sensitive, so you will need to measure temperature as part of your system and include that in your calculations to get accurate measurements. This is particularly true for the SO2 sensor at cooler temperatures, which can change by more than 20% at 0°C.
Further information on the topic can be found on the following eewiki page:
Also, for a simplified alternative, you might want to consider the 1684-1023-ND, which is a board including both the basic SO2 sensor plus the external circuitry required to give you an easy voltage output which can be directly measured by an Arduino analog pin.