To remove

Unplug the oxygen sensor and carefully lower the cable.

Fig 1: Removing Oxygen Sensor Connector
Courtesy of SAAB-SCANIA OF AMERICA, INC.
Remove the heat shield over the turbocharger (note the clip underneath the heat shield, see illustration).
Remove the oxygen sensor.

Fig 2: Removing Upper Heated Oxygen Sensor
Courtesy of SAAB-SCANIA OF AMERICA, INC.