2000 Mazda Protege Ruff Idleing

Inderictly yes. The oxygen sensor tells the computer how the air/fuel mixture is burning so the computer can adjust accordingly. If the sensor is dirty/disconnected/malfunctioning, the computer can't rely on the information given. It either goes off of what the wrong reading is, or goes to a default setting if it can't retreive the information. Try checking the connection and soaking the tip in alcohol before replacing the sensor.