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Sounds like the battery is flat, and needs to be recharged. After it's been charged and reinstalled, take note of what happens to the battery warning lamp (charge indicator) next time you start the engine - that should extinguish once the engine is running. Sounds like you might have a charging problem though, so don't be surprised if it stays lit. You won't be able to diagnose anything until the battery is charged, so make that a priority. The oxygen sensor won't be involved in this.