If you are going to replace your upstream O2 sensor for a 2006 model (2.0L, non-PZEV,) be aware of the connector type you are using.
Pictured here is the OEM connector for the upstream O2 sensor. I bought a Bosch #15804 replacement and the connector would not fit. If you inspect the Bosch connector and the OEM connector, you will notice that little thick tab does not match the placement of the tab on the OEM part. This prevented me from plugging in the sensor connector.
The NTK #22015 part’s connector matches that of the OEM setup [and from what I discovered via Google, is more recommended (and cheaper).]
Hope this helps somebody else not waste time.
For anybody wondering, and since I could not find enough pictures to help me when I was looking for them, here is a picture of the manifold where the O2 sensors are located for the Ford Focus 2006 2.0L Duratec DOHC Non-PZEV car.
The sensors are those objects sticking into the manifold (that large metallic structure covering most of the bottom half of the page,) they have wires coming out of them.