Haven't done it on the Volvo yet but is generally like replacing a spark plug. Spray with PB Blaster or WD-40 first; because of the heat these sometimes are hard to get out. If the new oxygen sensor is not already precoated, apply a small amount of antiseize on the treads, using great care not to get any antiseize on the tip. (If you get antiseize on the tip, it will destroy the oxygen sensor.) You may want to clean the harness plug with an electrical cleaner because bad connections can affect operation and trip the "check engine" light codes. Torque to mfg specifications.