The Contour does not use the same O2 sensor connector as other Ford cars (at least for the upstream sensors). The one on the Contour is a square/rectangular 4-pin connector. The one on other Ford cars (and maybe the Contour's downstream sensors, can't remember for sure) is a round 4-pin connector.
All else fails you can always cut the plug off your old O2 sensor and splice it to the wires from the new sensor (I'd only do this if returning the new sensor is a pain).
Brian
