oxygen sensor install

After my "Check Engine" light went on, I checked the code. It said I needed to replace the O2 sensor. I bought a new one for $60. Now, I can't seem to get the old one out. I have a tool that allows me to grab onto the nut, but it won't budge. Anyone have any suggestions? Thanks

spray it with some wd40 and let it soak for about a day. Amazing what that can do. Also, starting the engine and letting it run until its pretty hot can help too. This will allow the parts to contract and hopefully be easier to loosen up. If you have a big wrench to get some leverage, that helps too.