2005 Honda CRV Catalytic converter heat shield rattle

I have a loud rattle under the CRV. I have determined, after speaking to some people, that it may be the heat shield for the catalytic converter. I have a few questions about that. Can it be tightened, or should it be replaced. Does the whole C.C. Need to be replaced? Also, I VERY recently replace my O2 sensor, since the Check Engine Light was on. I'm wondering if it had anything to do with the cat. Conv.? Are they related, I mean, they are both emissions things. I don't' know how those engine codes work, could it be it was mis-read? The CEL came on after gassing up the car and not putting the cap on tight. I found that coincidental that I suddenly had a bad O2 sensor. Anyway, looking for an answer about the heat shield, first and foremost.