Take your VIN to the dealer to make sure you get the right sensors. There are at least two possibilities.
As far as the CEL staying on, anything is possible. Both the CC and the HO2 sensors are judged by the same signal. If the CC is bad and the HO2 sensors are both good, you would expect the light to stay on (but this is not a law of nature).
Depending on what is wrong with the sensors (if anything), you may be able to test them on the car before you replace them. If you have an intermittent problem, you are screwed unless you happen to catch them malfunctioning.
See:
http://www.autoshop101.com/forms/h37.pdf and
http://www.autoshop101.com/forms/h64.pdf