Catalytic converter

I bought a catalytic converter from RockAuto I put it in drove it and still the check engine light for emissions Bank One showing it was the Cadillac converter so I bought another catalytic converter.
Catco was where I got it from and put it in only to have the same results showing emissions Bank One telling me I have a bad catalytic converter. On top of that I changed all the O2 sensors but still have the same problem the service engine light will not go out what else can be the problem?
I did drive it around until I was clear to have a inspection sticker put on but I still do have the problem with the service engine light still on. Is there anything else I need to change or do to the car to get rid of the service engine light and not have a catalytic converter problem? Thank you for your help.