Hi:
The O2 sensors are located on the exhaust system at and before the catalytic converter. Basically, disconnect the wiring to them and they unbolt. I will warn you that they may be really hard to get out. If you replace them, us antiseze on the threads of the new ones so you can easily remove them in the future.
Finally, O2 sensors can be expensive and when bad, will usually set the check engine light. If the check engine light isn't on, I question if that is the problem. If it is on, have a nationally recognized parts store scan the computer for you. Most do it for free, and it could save you a headach and money.
Let me know if you have other questions.
Joe
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Friday, April 2nd, 2010 AT 11:31 PM