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I've moved your question from General Tech Help to XK8/XKR forum. Members here with the same model will be able to help.
Please follow this link New Member Area - Intro a MUST - Jaguar Forums - Jaguar Enthusiasts Forum to the New Member Area - Intro a MUST forum and post some information about yourself and your vehicle for all members to see. In return you'll get a proper welcome and some useful advice about posting to the forum.
Once sure these are OK, you likely need a new sensor. Keep in mind the upstream sensors are wideband, so be sure to get the right one.
You will likely need an O2 sensor socket (I used a crows-foot socket from Harbor Freight). You will likely also need to set the coolant expansion tank aside to get some room. A turkey baster-type tool is good to remove the coolant without making a mess.