Do you mean your analog data can output 250mA full scale (or do you mean 250 mV??). If it is really 0-250mA current output, then you can convert it into 0-5V by using a 20 Ohm resistor. However, take note that the heating:
P = I^2 * R = 0.25*0.25*20 = 1.25 W
That means that you need a resistor that is quite stable when heated up.
A better way is to use a smaller resistor to convert into lower voltage and use an opAmp to amplify the signal to 0-5V.
If your circuit is 0-250mV output, then construct a non-inverting OpAmp with 20 time gain to amplify the output to 0-5V.