I got a problem....

Only 2 things that you could have screwed up. Wrong o2 sensor, or bad install.

1st, check to see that the wiring connector is solid in place, and the O2 is tight (doesn't need to be uber tight, just maybe 1/8 turn once it's flush w/ the bung). If that's good, remove the connector, and check to see if the pins are broken off inside both connectors.

If not, put your old O2 back and get the right O2 sensor, because the one you have is bad, likely.
scott