There should be some alignment marks on top of the sensor that you need to line up.
Before you pull the sensor, you mark the where the alignment is pointing. There is one in the center and some more on the outter edge. When replacing with the new sensor, you drop in it and rotate it so the same marks line up as you marked on the old sensor. Then bolt it down.
Maybe someone with a Zetec can step outside and jot down which mark is aligned in which gear, for ya. That way, you can just put it in say "Neutral" and then loosen the bolt and move it to the correct position.
Reason I say, "Someone with a Zetec", is because I have a Duratec and the thermostat rest right on top of it. So it is a PITA to make out. On the Zetecs, it is siting in wide open space.
