How do you replace o2 sensor on 94 Saab 900 se turbo with a Bosch Universal?

Saab used heated oxygen sensors on this year car. There is a heated Bosch Universal sensor that will fit; you cut the plug off your old one and wire it to the new sensor.

If you mean "how can I replace the sensor on my car with the $15 version that doesn't have a heater on it?"...unless you really like check-engine lights you can't. The car's computer will notice the sensor isn't talking to the heater circuit, assume the sensor's burned out, and start throwing codes all over the place.