2003 Mazda MPV

Hi,
I have Mazda MPV 2003 (99 Kmiles). Several month ago, check engine light came up. I tested and got error codes P0037(O2sensor bank1 sensor 2), P0171(air/fuel ratio bank 1), and more (I do not remember). I kept forgetting to bring it to mechanics since there was no symptoms. Recently, it start to occur that the car "shakes(?)" Slightly and slowly back and forth at a stop. This shaking is as much or more when gear is in neua. In Parking, there is little vibration, which appears not to be same as the "shaking". During driving, it runs file--I do not feel any problem. Yesterday, I brought my car to a mechanic and replaced spark plugs (all six) and erased the code. During driving back home, check engine light turned on again. Oxygen sensor was not replaced because he does not have the parts. I did not check yet what th code(s) is (are). But, still I have the shaking problem (the mechanic told me that there still is the shakig after the spark plug replacemnt and do not know he reason). Do I have to go to Mazda dealer for dtailed check-up (just check-up will cost much money)? Are the check engine light On and this shaking are related?