If your check engine light is still on after changing your O2 sensor, there are a few possible reasons. One possibility is that the new O2 sensor is defective. Another possibility is that there's an issue with the wiring or connectors for the O2 sensor. Finally, it's possible that there's another problem with the engine that's triggering the check engine light (such as a misfire). If you're unsure of what to do, it's best to take your car to a mechanic so they can diagnose the problem and make repairs as needed.