Check Engine Light Is On. 98 Saturn Coupe

I just had the muffler, exhaust pipe, and flex pipe replaced on the above mentioned car (the previous muffler fell off while driving). Prior to replacements the Check Engine light wasn't an issue - few days later it came on. I brought car to Auto-Zone and had them diagnose the car. The reading indicated a bad O2 sensor. I purchased a new sensor and replaced it. Long story short the light is still on. I relayed this information to the staff who diagnosed the car. One guy told me I need to drive it for 5-10 miles so it can reset itself. When after 10 miles it was still on I returned to Auto Zone to return the tool I put a deposit on, a different employee informed me it could actually take several days to reset. They said if it didn't go off in a matter of days I should disconnect the battery, and if it still showed up as the problem (O2 Sensor) on another diagnosis than I had bigger issues. Please provide feedback based on the description of my series of unfortunate events. ***Do all S-series use the same exact O2 Sensor? Or was I sold a Sensor for a model of S-series that wasn't the appropriate one for my 98 Saturn Coupe by accident/ignorance?