I did more research and found that I replaced the wrong sensor (someone told me the code meant the front one, doh!) so I had the rear heated o2 sensor ordered and will pick it up today. I've read that its a pain to get off, but that's fine. I'm not exactly sure where it is since I haven't been able to get under there and look, but I do know its around the cat converter (after it, no?)
I've also read that you need a special tool or socket or something to get it off. Is this even true? The pictures I've seen of the sensor don't seem like you'd need more than a wrench. I'm hoping I'm not wrong :P