do I have a bad Exhaust Gas Sensor

[kpring]

Been having a problem with my 95 XE V6. Last year a couple times towards the end of my plow route, I'll start off under a load and try and push a big heavy pile and then all of a sudden the truck starts to run like crap under 3000 rpms, throws a CEL code,but all I had to do was just take it for a bit of a ride and the prolem cleared up, the CEL goes off and I finished the route (which is usually 1 or 2 driveways out of a total of 7 or 8). Last week during our first storm, sure enough on the last driveway it did it again, I was able to finish the driveway, then took it on a ride to "clear" it up, but it really never really "cleared" up. It runs rough through the gears until you hit 3000rpms (in each gear). After 3000 rpms the roughness clears right and runs great. But try accelerating under that 3000rpm it feels like it is going to die. Was decelerating on the turnpike getting ready to enter a cloverleaf entrance ramp and even then as I down shifted, trying to accelerate in the downshifted gear I had to really work the gas pedal to keep it running. I was thinking perhaps the fuel pump was going, but I finally figured out how the read the CEL and it only flashed a code 33 = exhaust gas sensor. This sound like a bad sensor, or could another problem(fuel pump??)and the by product of that condition is now causing the o2 sensor to throw the code?