It's not that hard, but do yourself a favor and either purchase or borrow an oxygen sensor socket. It will make your life much easier. The oxygen sensor may be frozen to your exhaust. I recommend letting it soak a day before removal in some form of rust penetrating solution. Make sure not to put enough penetrating solution to allow it to be a fire hazard. Anyway, gently knock at it, wiggle it, whatever you have to do without breaking the pipe it's connected to. It will come out, it just takes a little patience.
There is a separate fuse located above fuse box just for cigarette lighter.
About 4 quarts.
FORD PART #XT-2-QDX
Motorcraft MERCON and DEXRON IIE