02 sensors location and how to replace instructions needed

I keep getting a code for my check engine light saying bank to sensor to lean. When I look up possible causes it comes back to my 02 sensors, however there are four on this car I believe. So, how do I know which one to change or should I change all or do I change just the one? I got the 02-socket set and two of the 02 sensors, one up and one downstream as I thought it only had two not four. I need to know how to locate and change them please.