O2 sensor problem

I have a problem with my 98 Civic DX. Engine Light is on. I went to mech to read the error code. He said It was O2 sensor. Frequently I pull out neg post of battery and reset ECU. But engine light is on after one week.
Any way, my question how am I going to chance O2 sensor? I tried to take it off but no wrench is not fitting. (which tool do I need?)
Should I take off the metal housing first and then take the sensor off?

Thanx

cant change an 02 sensor.... wow.... who cares about that, just go over to the nearest cliff (about 100 - 250 ft down) AND JUMP RIGHT OFF, you'll have a whole bunch of fun! and you'll never have to worry about changing an 02 sensor

that was,uhm, helpful. not really. :disappoin

anyway, if you go to autozone or probably any auto part store, ask for a sensor socket(i dont know what exactly its called but just tell them you need a deep socket for removing an o2 sensor) hardware stores should have them too