It cant help it its a chevy?

quick question. last april, ny check engine light came on. i took it to auto zone where they put it on ne of those machines to diagnse it. it came up an o2 sensor. but the wird part is, my dad was out checking the fuses under the hood and found several loose. he plugged them back in and it wnt off. then it came back on. today i got a new battery and it went off for a long time and then came bak on again. it is a 2005 chey cobalt. ayone else hav this problem? is it common in cobalts?