HELP!!! headers install

i bought Megan headers for my v6.... well on the header collectors there are several o2 bungs, which i only have 1 o2 sensor and that's right after the CAT, Which my new system eliminates. Do i need to get 1 installed on the new pipe where the old one should be? Also, on the stock manifold on the back engine there is what appears to be an o2 sensor, but its not the typical sensor with just the wire its got a metal tube connected to it coming out of the back of the engine and there is no way that would work on the new system. Is there anything i can do or did i just get SCREWED.

Well i found out im a moron while i was deployed i bought cali. spec headers for my fed. spec. way to many o2 sensors. brand new headers never used. can anyone tell which headers are fed spec and will bolt on?