Trouble with X-pipe install and o2 sensors

Well I put on my VRS O/R x and while it sounds great, I've got a few problems. For whatever reason, I cannot for the life of me (neither could any of my friends) attach the front two o2 sensors. I thought that only 2004 models needed o2 extensions up front, or if you got LTs? I've got a 2001, and the front right o2 sensor is plugged in, although not securely latched, and the front left o2 isn't plugged in at all. So I guess this leads to two questions...

1.) Is there any risk/damage to driving around without that o2 on?

2.) I guess this is kind of an obvious answer unless there is some other way, but should I just go ahead and buy o2 extensions?

Thanks for your help!

Ok well I'm ordering them now, but will it hurt me to drive the car around for a few more days, and should I make sure not to push it or will that not make a difference?

Also, there's a pretty strong ticking sound that seems like it's coming from the manifolds, is this just an exhaust leak that I can hopefully fix when I get the extensions?