sorry for the bad news.....
you seem to have an earlier transmission.
your car uses the newer style speed sensor where as the older trans doesnt.
i went through this problem
i put a 01 cougar CD4E in my 97 contour. the newer style trans uses a thinner torque convertor. it can also use either style speed sensor as the old style had a plate blocking it off with a revised casting to allow for the newer one.
you can get a different flexplate which is about $30 or so from bill j. i unknowlingly put the newer trans with the older flexplate and the TC pulled out too much and car wouldnt move. had to yank the motor and swap the flexplate. (back then i was just learning)
if you had a older style trans you can use the newer style but not vice versa. sorry. take it back and make them give you the right one