1997 Other Plymouth Models oxygen sensor

My girlfriend has a Plymouth Neon DOHC and I've been at the exhaust for a few days now. How hard is it to replace the oxygen sensor on the catalytic converter (downstream sensor I think it's called) since the original is very hard to unbolt and I noticed one of the four wires has come off (grey wire) if that has some significance. I've seen the exact-fit replacements so where does the opposite end plug into?


I have the end I am talking about circled in red.[img:b8e76c46a3]http://www.2carpros.com/forum/automotive_pictures/217282_13315_1.jpg[/img:b8e76c46a3]