Well, I'm going to be the first to say this (in this thread anyway), you should have spent some extra money and bought an OE Mitsubishi O2 sensor. It plugs right in and you won't have any problems with it. I've heard numerous accounts of the Bosch sensors going bad within the first year of use.
BTW, it should have come with a set of instructions as well, detailing the way it should be connected.