The O2 sensors are on the cat converter, one on the front and the other on the rear of the cat. The cat is under the car, about under where your right foot would be if you were driving.
If the engine has been on, watch out, it gets up to 500F. That is why there is a heat shield between it and the floor of the car.
The Autozone person is correct. The message can be misleading sometimes. That same message can be caused by a vacuum leak close to the manifold.
Klaus
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I still miss my 164 and my 854T. Just driving a V70R :)
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