How do you connect O2 wires?

I purchased a generic 4 wire Oxygen sensor to replace my broken stock (94,000km Bank 1) O2 sensor on my P5. When the O2 sensor arrived I noticed the wire colours are different from my stock O2 sensor. The generic ones dont come with a harness so you need to connect it yourself. Can someone tell me which colour wires I supposed to match up.

IE: blue to grey

My stock O2 sensor = black, black, blue, white
Generic O2 sensor = white, white, black, grey


Thank you

This link has some diagrams that may help. The Toyota uses the same colors but read the note under the diagram on identifying your sensor.
http://www.cats-direct-shop.co.uk/lambda-wiring-advice.php

Here is a link for a Miata, couldn't find instructions for a Protege.
http://www.sunriders.com/articles/sensor.html

No guarantee either link will work for your car.

Clifton