From the Amazon link it looks like you bought an LJC30A3-H-Z/AY which, using Google, I found what looks to be a manufacturer catalog page from http://www.chinahwe.net
. From that page it looks like it is a normally closed PNP type. I'm guessing that means the three wires behave like the base, collector, and emitter terminals of a PNP transistor. I further guess that since it's normally closed, the transistor conducts when nothing is near the sensor and stops conducting when an object approaches the sensor. Given this, I think you should be able to feed the signal into an inverter circuit (NPN transistor, IC, etc.) and get what you want. Or, based on the page I found from Google, you could just get an LJC30A3-H-Z/BY which is the normally open version of the sensor.
Keep in mind though that I have no experience using this sensor and the information given above came from a 5 minute Google search, i.e. this has been a giant SWAG. As others have commented, more info would be helpful!
EDIT: Here's a better link - http://www.chinahwe.net/products/ljc30-ID221.html