From looking at previous MOT's which included emissions testing, the Lambda value has been identical on every single one... so I am guessing it failed a long time ago

I've pretty sure I have identified the Lambda Sensor, but I'll post a piccy later and hopefully some kind soul can confirm it for me.
My question is, is it difficult to replace a Lambda Sensor? What kind of problems could I cause if I mess it up? I don't want to pay Ford for one, so could anyone recommend an alternative supplier? Also, is the HEGO sensor the same as a Lambda Sensor?
the friend of a friend also suggested that I used some carb degreaser to fix a problem with the throttle sticking. However for the life of me I cannot recall exactly where he said it needed to be applied. He did say to "remove a couple of tens", or words to that effect. I have a rough idea of where he meant, and I'll post a piccy later.
Thanks!
PS: I did check the how to guides and nothing jumped out at me!