2004 Chevy Aveo O2 Sensor and P0135 code

Hi: I have a 2004 Chevy Aveo and my check engine light went on. I found out from a friend of mine at a service station that my car is throwing a P0135 code.

I noticed there are two sensors on the Aveo. One sensor is right at the beginning of the manifold just under the spark plugs.

The second sensor is under the car on the exhasut pipe right after the catalytic converter it seems.

My question is what sensor needs to be changed to correct this P0135 code.

Also, is the sensore just screw out and is there any special tools I need to change it other than a socket wrench.

Thanks Tom