While the correct Bosch sensor is nice they also make a universal as well. I have used a few of the Bosch universals in the past and they work great. I would not use one on a late model car that requires a broad band sensor but on the old school stuff of 0-1 volts I have no problem with it. I cut the harness off of the old sensor, tin the wires on either side and then solder them together, shrink wrap each wire individually and then pull the plastic sheathing back down over the whole deal and when it is done you cannot tell it is anything but the correct 3 wire sensor. The only other piece of advice I have is to get some good flux. For whatever reason the wires on the new sensor can be a bit of a bitch to get the solder to flow into. I buy this liquid flux that comes in a small white tube with black and yellow lettering (home depot). Pull the sheating back on the old harness and clamp a pair of hemostat across the harness to keep the sheathing back, strip the wire insulation back about 1/4-3/8" on each wire, slide a piece of shrink tubing up each wire far enough that it will not shrink when you solder, flux and tin each wire, solder each wire, when all wires are soldered pull shrink tubing down and melt, pull sheathing down in place, makes sure there is a little dob of anti-seize on the threads and install the new sensor.

Mark