O2 sensor out, now car won't start..??

I just bought an 00 cavalier today. I drove it all day and it was fine. Then all of a sudden on the highway, my check engine light comes on. I took it to autozone to have them see what was going on and was told it was the O2 sensor.
After Autozone checked it, I turned on the car and the check engine light was gone. I went home and the car sat for about 15 minutes. I went to start it and it wouldn't start. The lights and stereo all came on. But it wouldn't turn over. It would just click. After about the 4th time, the cd player made a weird sound and the time reset to 12:00. There was also a weird sound in the dash when I tried to start it.
It was working perfectly fine until I took it to Autozone and had it checked.
It has the theft deterrent system on it but I'm not sure it's hooked up. The dealer had the thing on the key chain but it didn't do anything when we pressed the buttons. Not sure if that has anything to do with it.
The dealer is coming to get the car and check it out but I'd love to know if any of you have had this problem or know what it could be.

Battery going south ??

Or poor battery cable connections. If autozone just plugged in the code reader, that would not have caused your battery to go south. All your symtoms point to a battery or cable problem. Not the computer.

thank you for your help. it was the battery. the dealership replaced it and it runs even better now.

Good deal, thanks for posting the end results