I just got some DC headers, but my O2 sensor is not long enough to reach the O2 sensor whole. What should I do?

 

Cut and extend the wires. The header usually comes with an extension harness.

 

Don't cut and extend the wires, you don't need to. Cut the electrical tape off of the harness going back to where the VSS plug separates, pull off the loom and the O2 wiring extend all the way back. Then reloom and retape the harness and you're set.