you should have 3. one on each down pipe and one behind the first cat or second cat. They can be a PITA to get out, I would suggest buy the o2 sensor socket, drive the truck around to get them good and hot, then have at her.
I acutally broke both my o2 sensors in my truck when I did my new clutch. grrrrr. there not HEGO sensors tho. Hopefully there not expensive