I just did this recently.
1. Get a new sensor in hand.
2. Cut the wire on the old and use a regular socket to remove.
3. Get a donor socket, probably deep well that fits the new sensor and slot it to pass the wire (just like an O2 Sensor Socket you can buy) I used a 9/16" one in my box that never got any use. Does not have to fit "perfect" you aren't going to torque this thing in much.
4. Install and enjoy.
