Well, decided to take the plunge and crimp the wires with said part. After a bit of cussing and growling, I finally managed to remove the old sensor and replaced it with relative ease. So, as far as i know, the OZA395-E2 part fits with RB25DET NEO engines (S2 Stagea) with crimping the old plug to it. The old sensor didn't look too good, it was white and look like something from the bottom of the barbie! Hopefully with a good tune in a couple of weeks, my fuel consumption will improve from 16L/100kms all city driving with hardly any heavy foor action.
Oh yeah... there were 2 white wires, did it matter which white wire was reconnected to the plug?