If it's 130vdc at 5mA, you need a 26K ohm load that is for a watt. your load will be dumping 650mW. If you are series connecting the resistors with equal values the wattage will be divided by the number of resistors. Just hit your electronics supply web page and look for the combination that will give you 26K and one watt. Pick up some proto boards to solder them or get some clip leads.
If you are loading a 130KV supply get back to me and I can get you some photos of some working loads that are in the ball park of what you would need. No oil or glass tubes, just a bunch of resistors and an acrylic plastic frame.
I work for a company that made wafer implanting machines back in the eighties and have worked on some of the hardware along with testing and repairing the high voltage supplies.