Did you clear the code from the computer after installing the new sensor; (which can be done on this vehicle by disconnecting the battery for two full minutes or longer)? If the code was not cleared; it could return.
The fuel pressure regulator on this model (http://www.rockauto.com/catalog/moreinf
o...) is known to develop leaks in the diaphragm. This could conceivably cause the oxygen sensor code to set. You can check the regulator by disconnecting the vacuum hose from the end. If there is fuel in the hose; replace the fuel pressure regulator.
On this vehicle; I would also replace the fuel filter, air filter, and thoroughly clean the mass airflow sensor, throttle body, and idle air control valve. Be sure to use nothing but mass airflow sensor spray to clean the mass airflow sensor, and to not touch the inside of the sensor with hands; nor scrape it with any tools.
This problem could also be caused by a throttle position sensor which was either defective, or was not adjusted to the right position.