I have a 97 GS Eclipse and I put header a high flow cat and a cat back exhaust and also when I put the new exhaust I put new oxygen sencors in and i did disconnect the batterie when i put them in to reset the ecu. ever since i installed the exhaust it has been smoking and smells bad and i think that the exhaust has had time to burn in so i do not think that is what the smell is from and my gas milage has droped 3-4 miles a gallon and my check engine light is on and the code is P0 401 EGR

are you sure you got the right sensor??? Unplug the sensor and measure the voltage from the sensor with the car running and tell me what it is.

should i let it warm up first

should i let it warm up first
Doesnt matter

i tested the sencor in the headers and it said .69 volts the second sencor is under the seat and i can get it if i take the seat out if you need that one to