Pontiac: Oxygen Sensor, oxygen sensor, pontiac grand am

Question
1996 Pontiac Grand Am.  2.4L DOHC
My check engine light and "ETS OFF" light have come on in the dummy light section and won't go off.  The manual says that this has something to do with emissions.  I think it may have something to do with my oxygen sensor, but I am not sure about it.  Do you know what else may be wrong if the car is running fine?  Also, how do you replace one of these things?  I bought the socket for the sensor but it is difficult  to get to and there is no room for a wrench.  Do I need to take something out first?
Thanks You

Answer
First thing you need to do is get a scanner to get the codes out of the computer so that you know what area the problem is in. It may not be an O2 sensor problem. There are thousands of things that can turn the light on. If you cant get a scan tool, take it to the shop and get it diagnosed properly. It will be cheaper to get it diagnosed than to just start replacing parts.