I'm dealing with the same issue on my 96 Maxima. I did some research and there are 4 sensors for these cars. 2 before the catalytic converter and 2 after. Bank 1 means the side of the engine where cylinder 1 is located. Bank 2 is the other side. Sensors 1 should be the sensor before the Catalytic and sensors 2 is after. They screw off like a bolt but it would be smart to go get a oxygen sensor socket which helps to not strip the edges as you are breaking it loose.
