Photo 11 of album 4-wire O2 Sensor Install

Prev |  Up  | Next  | Click on the photo to view by itself.

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!