The Idle Air Control valve is a common source of Windstar idle problems.
Side note: The problem with oxygen sensors is that they're a potential cause of most any engine problem but, in my experience, rarely fail. So they're an easy suggestion for parts stores. End of side note...
Thankfully, the Windstar idle air control valve is easy to get to, and easy to service. In most cases, merely cleaning the valve is enough.
Here's a very nicely written page on cleaning the idle air control valve. Really, it almost takes longer to read about it than to do it:
http://leckemby.net/windstar/windstar02.html