The stock sensor is not heated. It takes few minutes to warm up, and start working, and up until then, you will be running in "open loop", with no feedback from the sensor. The extra wires provide heat to the sensor, so that it warms up quicker. The heater also gives the sensor some resistance to running leaded fuel. It will foul, eventually, but not as quickly as the stock sensor. (Some heated sensors have four wires- not sure why) You have to connect the additional wires to ground and power, but other than that, the heated sensor can be used without changing anything. Some vendors sell them with the right plugs, so you just "plug and play".