I'll agree with the Master. The O² sensors are best replaced with OEM style parts with the proper connectors already attached. I'd also suggest applying sufficient antiseize compound when installing a sensor, new or old. The paltry coating usually supplied with a replacement sensor is often inadequate. Just be very careful to keep compound or any other contaminants off the sensor tip shield.
You can perform a test of the sensors without a scanner, but it is cumbersome, and they need to be removed for testing. If you remove a sensor, connect a voltmeter to the sensor output leads (not the heater leads) and place the sensor tip in the flame cone of a propane torch. A propane flame is almost completely devoid of oxygen, and should enable the sensor to generate a signal of almost 1.0V once it is heated to above 600ºF. If the sensor does not generate at least 0.85V (850 mv) it may be weak. Also, the sensor voltage should decrease to under 0.20V (200 mV) within a couple seconds when removed from the flame and exposed to air. If the sensor output signal does not react quickly to the flame/no flame condition it may be "lazy" due to contamination or deterioration.
This is not the method most commonly used by automotive technicians to diagnose a sensor, since using the scanner is so much easier. However, this is similar to the method used by Bosch and NGK for testing sensors in production.
As previously advised, this is not the only potential cause for generating the error, but may help identify a weak or failed sensor as part of the diagnosis. This method also doesn't identify any other conditions which might be causing poor sensor performance, but can prove whether a sensor is capable of generating adequate signal and reacting quickly to oxygen as it should.
While you're under the vehicle, fighting the old sensors out of their bungs, inspect the exhaust system upstream of the sensors for damage or leaks, like rust holes, a split catalytic converter case, failed manifold flange gaskets, or other potential air leaks into the exhaust system.