headers

Has anyone put a header on there tib and had problems with the exhaust sensor coming on. I have mine in but, does it have to be all the way in (threaded I mean) or could the top be in and the threads out? Because mine is partially in the header and partially out and that stupid light comes on. Do I possibly need a new sensor and is it dealer covered or should I just buy one?

Some help if you know or have had similar problems