The connections on the three wire O2 sensor are heater positive, heater ground, and signal/ecu positive. Signal ground on a three wire sensor is achieved through the base of the sensor, through the exhaust manifold ,to the engine and fi system grounds at the intake manifold. Sorry can't remember the wire color code.

The four wire sensor adds a dedicated ecu/signal ground, that does not have to rely the engine as a signal ground path. Since your car is set up for the three wire, you would have to add a ground lug on the 4 wire's signal ground connection ( extra wire if needed), and tie it in to the firewall where the braided ground strap from the engine is located, or another convenient location that would achieve the same result.

Or just say f it, it's too much trouble, and take it back and get the correct three wire sensor.