No they is an oxygen probe in the exhaust system often called a lambda probe. most cars usually have 2. it will probabbly be the rear one that is going all you will need is a 22mm spanner and it shold be behind the cat under your car. if it is only fitted with one of them it will be located on your exhaust manifold. it looks like a fat pen with a wire sticking out the end of it.
ryan
October 2007