I'm not familiar with Zetec but I didn't think it was under thermstat housing, are you sure you've got the correct sensor? What color are the 2 wires going to it? Year of car?
Usually after removing electrical connector you just use a wrench on the hex part of sensor. V6 has 2 sensors, one for guage, one for PCM. Zetec I believe has only one that serves both purposes.
