This is because it is either fitted in the exhaust manifold or pipe and due to the fact that both of these freely contract when cold, it might be practically impossible to loosen an oxygen sensor when the engine is cold. Due to the tendency of the sensor to get damaged or the mounting threads on the vehicle, start and run the engine for sometime say about 15 minutes then turn off the engine. Just be careful do not burn your self during the following procedure. Take extra care in the way that you address an oxygen sensor since it contains a permanently installed pigtail and an electrical connector that you cannot unbolt; if they are bumped or detached in any way, then the sensor is done for. Avoid getting any grease, dirt or the like to come into contact with the electrical connector of the heatsink or the louvered end of the sensor; never apply any solvent to it. Oxygen sensors are very sensitive, so they should not be dropped or moved with roughly and the silicone boot covering the sensor should be well fixed to avoid cases of melting and other operational problems. This procedure is used for upstream and downstream sensors which the upstream sensors are positioned at the exhaust manifolds or the upper portion of the exhaust manifold flange and
Catalytic Converter assembly while downstream sensors are found at the lower part of the exhaust manifold/catalytic converter assembly or at the small portion of the exhaust pipe below the catalytic converter. Pull the cable away from the negative batter terminal of the vehicle. To get access to downstream sensors, lift the front of the vehicle and immobilise it with jackstands, and then unbolt the engine undercover. Find the oxygen sensor, follow the electrical lead to the connector and assess the situation, the connector should be unplugged and all harness clips should be removed. Either turning it with a wrench or using an oxygen sensor socket ,the sensor should be loosened and a slotted socket used to remove it. If reinstalling the old sensor when tightening the nuts apply anti seize compound so that next time it will be easy to remove; if replacing the oxygen sensor there is no need to apply anti seize compound because the thread has already got it. Installation is basically the removal's opposite: tightening the oxygen sensor to the proper torque setting is necessary.