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Here is the stock O2 sensor - single wire.
Here's the way it looks in my IV.2 turbo downpipe.
Unplug the black single wire connector to the left of the grey one. This is at the rear of the cam cover on the passenger side.
Unclip the plug from underneath using a screwdriver.
Here's the old single wire. A 7/8" SAE open end wrench works fine as long as you disconnect the wire first. No need to buy an O2 sensor socket!
The Bosch 4-wire I bought from Dealer Alternative is easily wired up. Cut off the connector and use your old sensor wire to splice into the black wire on the new sensor. The black wire is the actual O2 signal.
The grey wire will go to the ground bolt at the rear of the head on the driver's side. It is the ground for the signal. Hey, don't buy red wire unless you want red wire! I wish I had had some black for my silver miata...oh well.
Do GOOD splices and SOLDER them! Tin the ends first if you have trouble. Use a micro butane torch if you can't get a good tin with your pencil iron.
I soldered rings and crimped them. This is the signal ground wire (grey from the sensor).
The signal ground wire (grey from the sensor) goes under that bolt way back there in the head. While you are at it, check the ground strap CAREFULLY and make sure all is well. Ground faults are a common source of phantom (and not-so-phantom) miata trouble!
Where do the other two wires (both white from the sensor) go? Well, one is a ground, but NOT to the same ground as the signal ground. I used a convenient bolt...dang...I gotta get some black wire and change it!!!
The other white wire goes to your +12V source. The easiest one is the connector behind the driver's side headlight. I just used an exacto knife to cut away the insulation and spliced in. This picture is fuzzy...I'll put up a new one tomorrow. That's it! Put the signal plug back in and connect it. Hey, how's about signing the guestbook? Thanks!