QUOTE(LilBean @ Aug 19 2008, 06:07 PM)
They screw into each location from the outside of the pipe. The most difficult parts are 1)getting an O2 sensor socket from your local auto parts store, and 2) breaking the sensor loose to remove it as the heat has a tendancy to "weld" in it. It is very difficult to break it loose by hand.
Other than those two things, replacement is pretty straightforward.
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You're right, it seems these sensor require a specialized wrench to remove it. Basically, has a cut on one side, very very difficult to find in stores. Tried 3 stores. I think I'll get this done thru dealer only. The welded part is next, as I dunno.