Oxygen Sensor

My 2001 QX4 has the "Check Engine Soon" light on. My mechanic cleared it for me to see if it came back on after I bought a new gas cap. He said it was reading that it was the O2 sensor: Bank2 sensor2. Can anyone tell me which one that is and it's location? There are a few different O2 sensors on this car. I would like to just buy a sensor and replace it myself. If I do will the light go out on it's own?
Thanks for any help!!!!