Disconnect the negative battery cable, and changing the sensor is plug and play. It is the one on the front of the engine between the head and catalytic converter.
You can use a 13/16 box wrench to get it out, it works even better than the special tool.
If the new one doesn't come with it on the threads, you will need some high heat thread compound, so it is easier to change next time, too. It is copper colored.
Also if there was a heater code for the sensor, you will have a blown fuse for the oxygen sensor heater circuit.
When installing the sensor, take great care to keep all compounds and petroleum products off the sensor's tip; its operation will be impaired by pollutants. Install the sensor and tighten it to 33 ft. lbs. (45 Nm). Reconnect the sensor wiring.
Fig. 1: Be careful not to break the retaining tab when disconnecting the oxygen sensor
Fig. 2: A special socket is used to remove the oxygen sensor. Note the slot cut into the side of the socket