i purchased an 02 sensor tool on ebay. It was 15 dollors. I removed both o2's without removing anything. However it would have been easier with the y pipe disconnected.
The tool is a Life saver though....you should buy one.
heres the one i bought.
http://cgi.ebay.com/ebaymotors/ws/eB...m=250244746243
there are other types for sale but this one works best with the heat shield and the tight area.
good luck and use graphite grease on the threads when putting the new ones back on.