The error code was 0133 "exhaust oxygen sensor bad". I got it reset without any maintenace. The check engine light came ON again after considerable amount of time but got reset on its own. It is ON again but not resetting on its own this time. As a first step in isolating the problem I have replaced air filter (that was already due) and fuel filter. What may be wrong? and what needs to be done next? Is there a way I can reset it on my own from the computer receptacle somehow?

There's a good chance that you will need to replace that O2 sensor.

my engine light went on on my 98 Millenia, it was 2 shorted o2 sensors

Besided the Oxygen sensors it may also be the catalytic converter. My 626 has 2 oxygen sensor and 2 catalytic converters. When my light came on I changed both O2 sensors and the check engine light came on again. Took it to the garage and the code came up Catalytic converter. They changed it and the light came on again. Guess what? My car had 2 catalytic converters. The second one I believe is calle dthe upstream converter and it's located right after the exhaust mainifold. The two 02 Sensors are located before and after this Upstream Converter.

Rich, I believe you got code P0420 The cat convertor efficiency code on your car. It is for the upstream cat convertor at exhaust manifold. The rear car does not have any efficiency monitoring device (02 sensors ..) so there will be no trouble code set or check engine light on if that rear cat fail. The garage that replaces the rear cat on your car doesn't know what they are doing. My recommadation is to take it to other tech to check out your car before replacing the up stream three way cat. Make sure engine running condition is OK before having a new cat.