ok.... Jack the car up... or if your only using the road jack that came with the car... jack up the front right side.... (its a good idea to buy a jack stand.. just for safty while your under there). If your in the front right area... on the right side of your engine.. if you look up... (since your under the car)... you will see your two exaust manifolds... or some say two headers coming down.. and flowing towards the cats. if you look at the side of the block about half way down... or follow the headers... right below the conjunction joint for one of the headers (where is goes from 3 to 1) You will see an O2 sensor. Now... if your car american... there should be one aft of your cats. So look between your cats and muffeler. Good luck.. hope this helps.
1997 E36 M3 1990 E30 325i