Well, I got it wired and it works great !! Thanks to the help here, I am
sure that I did it right, and it is safe. All responses were helpful and
appreciated, and the comment that helped the most was "black in, red out"
with respect to the sensor.

It is a metal enclosure, so I used one of those wirenuts with the hole at
the top (as someone here said), and let the bare copper pigtail go out the
top, and fastened that under the green ground screw in the box.

Thanks again everyone !!

James