94 taurus transmission jerks and engine light

Well. The transmission on my taurus went a while back. I replaced it with another one i ordered from a repair shop. I've had nothing but problems with this car. Anyways. Since i put this new transmission in, when you accelerate and the transmission goes out of 1st gear, it seems to wait a second before shifting into 2nd gear. Its as if it goes into neutral. If you give it more gas while accelerating, the car jerks a lot as it shifts to 2nd gear. Every other gear is fine. Also when that happens, the check engine light comes on. It is as if the light never goes off after that. The code i get is the hego sensor. From what i hear, there are 2 on this car. By replacing one of them or both, will this solve the problem? It has been like this for about 5 months now. any suggestions?

its a 3.8L 12v engine.

ummm, that sounds more like the new tranny you got was either bad when it was put in, or they did not connect the wires up right or something with the wiring. also, is this only happening when the tranny is warmed up or is it all the time? how bad of a jerk is it? Just a mild one or is it like the car is slammed into gear and the car luches?