The x pipe will come with o2 bungs. Just swap your current ones over. I've learned the hard way, only use oem O2's. you also may get a cel after the o/r swap. Either have the rear o2's turned off or have them deleted via tuner.
The only thing that I had to do was unclip the little plastic o2 harnesses from the transmission brace thing (you'll see it). Once unclipped they reached perfectly and I tie wrapped them away from the pipe. Also, You may need an extension for your left front o2, I had one that looked like an oversized nut type fitting, and it worked perfectly.