O2 Sensor Help

I have a 2000 Cavalier 2.2l with some issues. Oneof my O2 sensors has gone bad and can't figure out which one it is. I've taken it to the local auto zone and they ran the code, even they can't tell me which one it is. I've read on the net that the O2 sensor after the catalytic converter won't pull a code. Is that true? If it is it just solved my problem, but if not i'm back in the same situation. Is there anyway to determine which one it is without going and spending the money on the wrong one? Any help would be appreciated.

The code should print up Bank1 or Bank2 when they check it out for you.

this is what the print out reads:

Catalyst Effiency
Below Threshold
Bank 1