Help "Check Engine" Light on - 02 sensor broken?

[tiwebber]

Any suggestions would be greatly appreciated. The check engine light is on in my 1990 300TE and the idle is a little rough and low at around 500 rpm - sometimes it stalls too.

I purschased my new O2 sensor on ebay described by seller evalero1 as an "O2 OXYGEN SENSOR BOSCH SG497 MERCEDES-BENZ 300E L6 3.0" - the seller said it would "work great" on my car. This new sensor has four wires - two white (power / ground wires) and one black sensor signal wire and a grey wire for sensor ground. I have only 3 wires to re-attach this new sensor in my car. Two white and one black which I assume are the power / ground wires and sensor signal wire respectively.

I have attached the black wire from the car to black "sensor" on the new sensor and the two whites together too. I have tried switching the white connections around (just in case it matters) with no luck. I have left the grey wire on the new sensor unconnected in all attempts.

Can anyone give me some suggestions about what my problem might be and/or things to try next to solve this problem?

My first suspicion is the new O2 sensor from evalero1 is either broken or does not work in my car. If it does work, my second hunch is that maybe the grey wire does need to be grounded out on something? Third hunch is that the problem is not the 02 sensor at all. Any help is much appreciated.