okc329, auto stores sell the crow's foot wrench for oxygen sensor removal/installation ... it has a slot for the connector wire to pass through. Typically new oxygen sensors have never-seize on the threads to make future removal easier. The one on our 1991 300CE loosened easily even though I've read horror stories about the difficulty removing them. Try removing the oxygen sensor as-is. If the threads seem rusted then apply a rust cutter and let it sit for a while. Be sure to use never-seize on the threads of the new oxygen sensor if they are not already coated.

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Fred Hoelzle