How do I replace a faulty oxygen sensor on my Audi A2?

I recently got a check engine light and after a diagnostic test, I was told that my oxygen sensor needs to be replaced. I have some experience with basic car maintenance, but I have never replaced an oxygen sensor before. Can someone guide me through the process?

First, gather all necessary tools such as a socket wrench, oxygen sensor socket, and some anti-seize lubricant. Then, locate the sensor which is usually on the exhaust pipe near the engine. Disconnect the sensor's electrical connector and loosen the sensor with the socket wrench. Apply the anti-seize lubricant to the new sensor before installing it in the same location. Reconnect the electrical connector and clear the check engine light. Refer to your owner's manual for any additional instructions.

Replacing an oxygen sensor is a relatively easy task. Just make sure you have the right tools and follow the steps outlined in your car's manual. If you're still unsure, you can always consult a mechanic. It's better to have it done correctly than to risk damaging your car.