With a four wire load cell (no force and sense, 6 wire) you need to keep the leads short.
The plus and minus in are wired to your ground and power supply, the two outputs go to the inputs of the IN amp. You may have to reverse the two inputs to get the output polarity you need. There is no specific connector, any thing can be used, but because the currents are low, make sure they are gold plated, and I would not use insulation displacement. Grounding will be critical, avoid ground loops, and watch how the grounds are arranged around the IN amp from your power supply. The load cell may need grounding as well, depends on how the whole thing is configured, you may get a ground loop depending on what else is grounded around the load cell.
The load cell needs to have an extremely stable reference supply, or be driven ratio-metrically. If you can access the reference used by the ADC (or supply an external reference to the ADC) in the DATAQ, then you can use it to drive the input ratio-metrically (the ADC reference and load cell share the same supply), which is the best option, the reference needs to be able to supply the additional load needed by the load cell. Otherwise you need to work out how stable a reference is needed according to the resolution (number of bits required) over a given temperature span.
The limiting factor may be the voltage offset drift in the INA122, you need to check that. Also, remember that the bridge output sits at half the supply, which may place voltage restrictions on the input of the IN amp. If the load cell is operating under tension and compression, then the IN amp needs to be biased to accommodate the output swing. Part of the design is doing an error budget, taking into account all of the temperature drifts over the temperature span that the load cell has to work over. If you don;t do that, then you are more likely to be recording temperature, and not load cell output. The IN amp offset voltage can also drive the IN amp output closer to the rails, reducing your dynamic range.
http://www.cypress.com/file/51291/download is worth a read.
Cheers,
Richard