Well, we should make sure first that the 02 sensor is actually the problem. Do you know how to check the codes? We can tell you exactly what the problem is if you have any codes. Check everything under the hood, all the vacuum lines and such, run some fuel injector cleaner through the gas. If the CE light isn't coming on, it's probably not the 02 sensor. IF however you're bent on changing it anyways, it's in the driver's side exhaust pipe just below the manifold. If you don't care about the old one, just cut the wire and stick a socket on it. You might need a breaker bar. Either way, make sure the exhaust is HOT! when you remove it. You may as well be trying to move the pyramids if it's cold when you do it.