The code number is because of slow response from the sensor, the diagnostic trouble code (DTC) P0133 on your 2007 Mercury Milan indicates a problem with the upstream oxygen sensor in Bank 1, Sensor 1. Here's what this code typically means:
P0133: Oxygen Sensor Circuit Slow Response (Bank 1, Sensor 1)
I would say you have a defective sensor, but I would try clearing the codes and try it again in case it is a glitch in the system, or the new parts are recalibrating and it needs more time. Here is the location of the sensor so we can be on the same page. Check out the images (below). Please let us know what happens.
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Monday, September 11th, 2023 AT 5:32 PM