Just replace it. You can get a Bosch from Autozone and they work great. I had the same problem you did once upon a time. The way the manifold is made it makes it hard to get a good grip on the 02 sensor nut. Anyways, it's not routine maintenance (as opposed to your regular oil change) to change out an o2 sensor. If your car has more than 60k don't feel too bad, but factory recommends you change them out when you replace the cat (whenever that may be) probably when you fail a smog test. So yeah, replace it, it will go in easier and work better since it is new. Your fuel economy will most likely improve as well, my did. Oh yeah, your car will continue to run like crap if you don't put one in. The 02 sensor is the balancing piece between your air and fuel mixture, without it your car won't know how/when to burn the fuel properly.