Shown here is the catalytic converter and its two oxygen sensors (red arrow shows the front, yellow shows the rear). The small black connector, shown by the green arrow, attaches the sensor the wire harness and can easily be removed by pushing the release tab. I have often found that the new O2 sensors come with the correct plug, but sometimes the cable is way too long. If this is the case, then secure the cable with a nylon zip-tie. Make sure that the cable is not located anywhere near any exhaust components - you don't want the heat melting the cable to the O2 sensor. The photo inset shows the special tool that is sometimes required to remove O2 sensors in hard-to-reach places