When I replaced the cat on my 1.9 3 years ago ... I had the same
problem.  It came with a metal plug but I didn't check it for tightness.
  It blew out very shortly after I started driving. (Manufacturer
must've thought I'd be removing the plug for a sensor anyway).

I went to a FLAPS and bought an oil drain plug with the same threads.  I
put it in tightly and it's still there.  You could use your old O2
sensor, too.  The hole doesn't care.

Mike

BJ Feddish wrote:
> I though that my gaskets went bad in my older connections after I installed
> the new CAT and muffler last week since I was getting the loud "broken pipe"
> sounding exhaust. I put some silicone around where the gaskets connect to
> check and let it dry. Today the silicon was still in place after driving
> around. So I investigated farther and discovered the hole for the O2 sensor
> in the CAT. I must not have been paying attention as this must have been
> some plastic cap or something since now it's gone. This is apparently my
> exhaust leak.  Does anyone know if there is a size bolt I can stick in there
> or should I just plug an old 02 sensor in there to plug it up?
>
> Thanks,
> Bryan
>