I had this when i fitted my janspeed mani to my manifold
I got an 02 sensor/spacer from a MINI2 member in the US....he sent me two of them all you do is unplug the sensor and screw this on the bottom of it and replace the sensor.
If you PM me and i can find it in the morning you can have for a few quid postage.
Also, a scangauge can be a useful piece of kit for the price
Scotty
Edit: My sensor has never came on since and has past 2 MOT's