Oxygen Sensor: Removal
WARNING: This page is about a different car, the 1997 Mazda B4000. However, it is still accessible from the selected car via links, so may be relevant.
Disconnect oxygen sensor electrical connector. Sensor may be difficult to remove when engine temperature is less than 120°F (48°C). If sensor is difficult to remove, use rust penetrant to avoid damaging threads. Using appropriate oxygen sensor socket, carefully remove sensor.