WARNING: This page is about a different car, the 2006 Mercury Mariner and 2006 Ford Escape. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Exploded View Of Heated Oxygen Sensor (HO2S) And Catalyst Monitor Sensor With Torque Specifications
Courtesy of FORD MOTOR CO.
For additional information, refer to the appropriate procedures.