If you remove your belly pan they sitting in front of the gearbox. If you can wait till monday, i am removing my belly pad this weekend to clean. i will take a few pictures for you.
http://www.pelicanparts.com/BMW/tec...lacement/ENGINE-Oxygen_Sensor_Replacement.htm
Have a look on here, should good you a good idea... I was thinking about this last night and my previous bm did exactly the same. I took it to tunetech and they just swopped the sensor cables and all was fine. These exhaust guys just plug stuff in where ever they want. As i mentioned in a previous post, do yourself a favor and go to TNT and get cat foolers.