Should be just behind the splash guard of the rear wheel well if I remember correctly. There is a special socket for removing it without damaging it but many people opt not to use it and usually have no issue. If you can rent one free or don't mind buying one, I would recommend the tool.
Passenger side wheel well. Remove the splash guard and you will see it sitting just above the oil filter. I have gotten away with just using a crescent wrench. You can use an open end wrench, but I don't know what size you need. I believe my sensors are bigger than yours.(1992-1999) vs your (2000-2005)engines.
The special deep well socket used to remove the sender works fairly well, although when I removed one with it the sender broke, I did not have a problem using it to install the new sender though.
Try to get at it with a crescent wrench as Mike suggested, and if that does not work then get the socket Lisle makes, if yours is the short 1" sender, then get the universal Lisle socket, if your sender is the longer sender, then Lisle 13150 should be what you'd need.
I'll post links to both.