ESCORT help ASAP PLEASE!

I have a 99 escort. When i turn my car on i have to give it gas to get it going..... i have to keep gas on at all times. it wont idle it just dies. When im driving i have ti rev it up to keep it going sometimes. When it sarts to die, lights go dim and breaks get hard to push. Im told it may be the o2 sensor...anyone know anyhting else this might be?? autozone mahcing said a sensor os some sort but didnt know which one. ALSO my check engine light is on.

IAC Valve(Idle Air Control). It's the little black motor looking thing on top of the throttle body. Pull it off (8mm screws I believe), turn it over, fill it up with some carb cleaner and let it sit overnight. The next morning, rinse it out good with some WD-40 and put it back on. Don't tighten the screws/bolts too tight, as your going into aluminum and it strips easier than steel.

Then go to AutoZone and have them check you computer for codes.