You need to splice the new sensor on. the White wires are for the internal heating element and thus are interchangeable.  Either white to either white.  The black goes to the black...
Do this with caution.   After much engine trouble and research determined that Bosch oxy sensors exchange their internal atmosphere with the out side through the wires-- that is through the space on the inside of the wires insulating cover (straight from the horses mouth IE the Bosch R&D center)  Anyhow, mine ended up malfunctioning and after a while I determined that there was water inside the sensor which was shorting it.  It must have come though the poor seal at my splices-- which were shrink wrapped properly.  I have several posts on this in the Archives.... sometime in the last several months.
Nat 
Seattle

>>> <jeff_gilbert@PEOPLESOFT.COM> 05/26 4:32 PM >>>
Hi Volks,

Ok, This week I dusted my 2nd Cat Converter in a year....  I think its time to
put in that new O2 sensor.

The Sensor I have in the van differs slightly from the one I purchased.  The old
Sensor has connection points that look like those on the power window switch,
kind of pronged or fork like.  The new Sensor has a more modern looking
connector, shaped like a ciggarette lighter, like a plug (sorry for crappy
details, dont have sensors with me).

Both sensors have 3 wires each (2 white, one black), and the same part number on
them.  My questions, then, are:

1.  Are these interchangable sensors or am I risking damage by using my new one?

2.  How do I splice the wires on these suckers.... how do i know which white
wire on one sensor goes with which white wire on the other sensor?

Thanks,

Jeff

'87 Syncro Westie