I would unplug first, then unscrew, or you will SCREW up your wire connections...
the front sensors are a little different from the rears, if you get them thru AB they will have them marked on the package which they are, Frt. or Rear.

 

I changed mine at 100,000 miles when I noticed my mileage decreasing. It is simple just get an O2 wrench from autozone or a crow's foot wrench also works well. The front drivers side is easier if you jack up the frame a bit to get more clearance. The hardest part is getting the old connections apart as the plastic get's fused to the metal clips.

 

You know what I found funny?
In the owners manual it told me how to increase my mpg by instructing
me to lay off the gas and coast to stops. Avoid hitting the brakes
in order to slow down, let the vehicle do it for me.

I know it sounds silly but this actually gave me 50 more miles
to the tankful. Yes you have to drive your V8 Discovery like
it is a 70 vanagon. I look at it in a positive way. You want the
V8 power when you are off roading. Not when you are on the
road.

 

I put nothing but Shell 93 Octane V Power in my DI. Before I knew anything about it I was putting regular in it, got about 13 mpg almost all city. Then I actually read the manual and started putting crappy racestar premium in it for a few months and got about 15. As soon as I tried the V Power I've been getting about 16-17 almost all around town. It makes a difference, especially with a recent tune up.