clean ur egr valve w/ a tooth pick and a carb cleaner. not cautions required and no need to disconnect that battery. just make sure motor is not hot.
and dont worry about the o2 sensor code yet. clean the egr first.
turn ur head away when u spray the carb cleaner in the egr, it bounces right back out throwing it everywhere.
after u've cleaned the egr, go back to autozone and have them recheck the system and ask him to erase everything and then see if the oxygen sensor light comes back on. Also get a quart of Chevron Techron Fuel System cleaner and put that in the next time u fill up ur tank, that stuff really helps.
Good luck.d