IIRC the Zetec has two O2 sensors... on right at the exhaust (top part) and one on the bottom part of the exhaust...
the one above is very easy to identify: looks like a "spark plug".
I had to change that.. I remember I got a code and the code was about the lower one but this mechanic told me to change the top one... don't ask me why... but it worked !!
get the haynes manual... it helps a lot....