O2 Sensors Suck as much as dealers

Ok so I bought my 97 A4 1.8tMQ from a dealer 3 weeks ago w/ 106K with all service records for $5400. 13 day after my purchase I got a post-cat o2 CEL and the dealer pretty much said "sorry, not our problem, you only paid 5400 and we wanted 7k blah blah we are useless" So basically how difficult is it to change the post cat sensor? I'm mildly mechanically inclined, but should I just suck it up and pay $400 at the shop, or should I try to DIY? Do I have to get the full sensor with the green clip, or can I solder the wires from the old sensor to a new sensor? Thanks.

get the soldered/quick connect sensor for like $80, some PB Blaster to break the sensor free, anti-seize to install the sensor with, and a o2 sensor socket to help get the old one out.  All that should be about $100 and its not hard after that.
 
Jack the car up, spray it with PB Blaster, let it soak for 1hour+, then break it free with the socket and wrench, pull it and the clip out of the car, solder the new sensor to the old clip, reinstall sensor with anti-seize on the threads and your done

Can I just get that stuff at like Checker or Autozone, or do I have to order it from ECS? Also to solder the new one in, do I just solder the wires color to color?

You can get them at autozone.  Yes, you just match up the colors.  If your is like mine, you have 2 grey wires that dont matter which way they are connected.

I appreciate the info. Just a few more questions...Would removing and cleaning the sensor be to my advantage? I have turned off the code and it seems to come back every 50 or so miles. Also I found some universal sensors on ebay for $25, I am assuming they are no good and I should just get Bosch? I'm not trying to skimp on the high end parts, I just want to know if O2 sensors have good brands or bad.

You cant clean the sensor, just replace it.  You need the Bosch one, not an ebay one.  And yes, your sensor is bad

thanks again! Since im doing the post cat, should I consider doing the front also considering my car has 107K and neither have been done yet? Or should I follow the old saying "if it aint broke dont fix it"

ITs up to you.  Odds are that it will go sooner or later.  If you dont mind spending the money and doing both, do it and you wont have to go back under there for that reason again for a long time.  But its more than fine to just do the post cat o2 now

Excellent.

what code is it P0158? i just replaced mine you wana make sure you know which it is cause there is 2 after cat. I got the universal one at my parts store for like 80 bucks. Its easy it comes with a plug that you just use your old harness just cut off the old sensor as close to as you can so you have extra wire. But with out a lift its a tight squeeze, but definitely do able. There is 4 wires two white one gray and one black. They should match up with your old ones. With the universal make sure you tuck that plug back cause it will probly melt with the heat from the cats.

I thought the 1.8T only had 1 after the cat?

oh my bad i dono i have a 2.8