HELP! Check engine light P0171 code
 

Okay i have a 2001 audi a4 and my check engine light is always on when i clear it take it out around 20 miles it comes on again. Autozone told me the Code P0171 and the 3 problems.

First i checked for vacuum leak noting cant hear or see it.
Second i washed the MAF sensor. (can you wash it)
Only leaves me with the Heated oxygen sensor can anyone tell me where that sensor is?

And any ideas i should try or do Thanks.