Well, to begin, there are two oxygen sensors. There's one for the front bank and one for the rear bank. They're not a total PITA to change, but it is a challenge, more so on a ATX (so I've heard).
First, put the front of the car on jackstands (or ramps, if you have them). Follow the exhaust tubing up to the exhaust manifold; you'll see the 02 sensor sticking out the side of the pipe. An 02 sensor socket or monkey wrench should make easy work of removing the old ones, but make sure you unplug them first.
Once you have the old ones out, put some anti-seize stuff on the threads of each new one before you screw them in. The plug connectors are kind of hard to reach, but the wiring harnesses on your new 02s should reach. Once the 02s are tightened down and plugged in, let the car down and you're done.
------------------
Nick
Lt. Titanium 90 136k
Coneless, ACCEL 8.8 stainless steel wires,
SHO Shop torque limiters, Cherry Bomb Turbo II mufflers, snazzy blue valve caps
AIM: loudog6491,

TitaniumSHO; feel free to IM me about anything SHO-related