How to remove the pre-catalytic oxygen sensor on a mk3 VW 4-cylinder car
Overview of replacing sensor
Replacing a bad oxygen sensor on your mk3 Volkswagen is very simple though there is a bit of reaching and possibly contorting involved. The only tools you will need is a wrench (size 20-24mm I'm not sure), a way of raising the car so you can work on it (if your car is close to the ground) and some high temperature anti-seize compound that's good for exhaust parts. It should be said though that in the case of old, rusty cars, removing the oxygen sensor me require tools that are not available to you.
How to replace an oxygen sensor (not on a Volkswagen)
1. Find the black plug between the engine and the firewall.
2. Firmly grasp two sections and push down tab (sometimes you have to push pretty hard) and pull the two sides apart. This may seem difficult at first but its really very easy once you apply enough pressure in the right place.
Unclipping wire from under car
This is how the clips are arranged on my car, yours may be different.
1. Unclip the the wire from the first clip witch should be visable.
2. Unclip the wire from the second clip, this is sightly under the firewall and is a bit of a stretch to get too but its the same type of clip as the other one.
3. Next there's a plastic tie. This is tricky, i had to take some wire cutters and clip the tie even though i could barely see what i was cutting.
Loosening Sensor/Removing Sensor
1. Raise the car. Personally i like to use ramps. Only raise your car on level ground. Never go under a car supported by a jack alone, always use jack stands.
2. If the oxygen sensor is bad cut the wire so that you can get the circular part of the wrench on the sensor. If you have an oxygen sensor wrench/open ended wrench you won't have to cut the wire. DO NOT CUT THE HEAT SHIELD (silvery thing, or the black thing that surrounds the wires). Only cut the wires themselves. You will need to reuse the heat shield.
3. Try to unscrew the sensor by turning counter-clockwise. If you are not planning to get rid of the oxygen sensor be very careful with the sensor as you take it out. Getting any small amount of liquid on the sensor may damage it and make it not work anymore. If the sensor doenst come off easily continue to to step 3. Otherwise skip to the next section.
4. If you don't have some sort of liquid wrench product try putting vinegar in a spray bottle and thoroughly soaking the crack in between the sensor and the downpipe. Liquid wrench works much better though (but smells terrible, hold you're breath if you use it). Other methods include heating the surrounding area or cooling the oxygen sensor with dry ice.
5. After you've removed the oxygen sensor from the car try to pry the ring that holds the heat shield on off. You will probably need the heat shield for the new oxygen sensor. Also take the black wire protecting thing off. It slides right off.
O2 sensor wrench, might be the wrong size
Installing New Sensor
1. Put the black wire lining and the heatshield on the new heat sensor.
2. Apply the appropriate type of anti-seize to the threads of the new sensor. Screw the sensor in, taking care not to put much stress on the place were the wires connect to the sensor.
3. Run the wire up around the exhaust so it isn't exposed to heat. Ideally you would use the clips that were meant for the wire but at home this may be to much of a pain. It makes more sense to route the wire to were it needs to go and then and use a plastic tie to take up the the slack.
4. Plug the sensor back in.
5. Bring the car to a local auto parts store or garage that will reset your car's ECU for free so that the check engine light goes off.