Take lambda sensor out of exhaust

Yeah pretty sure I read somewhere they are tough little sods to get off.

Its screwed aswell I assume you know...
 
Are you trying to undo whilst under the car? It may be easier to disconnect the wiring and remove from the car and undo.
 
To get mine off I had it off the car then got the old pipe very hot (glowing) but if you are not careful you can easily knacker it up, though I do have a new bosch lamda sensor if you're interested.
 
You get a special socket for removing O2 sensors. I have one and it took a breaker bar to get my sensor off.
 
Just get it nice and hot, remember the exhaust gets very hot when the car is being driven. I applied a bit of heat to mine and it came out really easily, I was actually surprised!!