1995 Chrysler Le Baron o2 sensor

I or my mechanic have replaced the o2 sensor on my le Baron conv. 4 times in the last 6,000 miles. There is a smell emited from the car when the check engine light comes on and stays until the sensor is replaced. The car runs great when the sensor is bad or good but the mileage seems to suffer when the warning light goes on. My mechanic has asked his friends in the repair business for help ,but to no avail.
I store the car in the winter so often times I don't notice this problem til spring.