Do you know what the code numbers that they were reading are? There's only one ECU, so I don't know what the dude at Ford was saying about there being a separate one for the exhaust. There are 4 oxygen sensors, though - one before each pre-cat, and one after each pre-cat. Also, if just the sensor is bad, there should be no need to recalibrate the ECU, unless there is a recall or something on it from Ford. Once the sensor is replaced, it should be good to go again, with possibly doing a quick fuse-pull reset for the computer.
My check engine light used to be intermittent too, but now it's just on all the time. I had it read for free at Autozone, and it was a code for one of the rear oxygen sensors being slow to respond. I still need to replace it...
Anyway, if you can get the actual code numbers they are reading, that will help us figure out what's going on, rather than just what they are saying is happening. I think there's a list of all of the codes on the site here that you can use to look up yours when you find out what they are.
Marty