Once, you've located the oxygen sensor to be replaced, spray the threaded area with a penetrating lubricant. While the lubricant loosens the connection, carefully disconnect the wiring harness and place it aside.
Using a flared or box-end wrench, loosen and remove the old sensor.
New oxygen sensors usually come with a special anti-seize compound applied to the threads. Simply position the new sensors in the threaded hole and tighten in place. There's no need to over-tighten the sensor-just past hand tight should be fine. Once the plug is in place, re-attach the wiring harness.