pcalnon, when you look at the datasheet for the ADXL203, the leads/contacts are the brass-coloured rectangles you can see on the middle picture, right next to the penny. They are all surface-mount devices, so not the easiest thing to work with.
If you can afford it, I highly recommend investing in one of the little Evaluation Boards. You can plug them into any old breadboard and start exploring what they do right away.
Hope this helps!