What motor are you talking about? Regardless of what it is, there's no oxygen sensor in the air intake...

It's either an AIT for a 4cyl as keep mentioned, or an MAF (mass air flow) sensor. But really, take pictures man, there should only be one pipe for an SRI. Maybe this "extension" is a metal connector of some sort? If that's the case it probably goes onto your throttle body, with the SRI on the other end. If you bought one of those cheap SRIs off of eBay, you're going to have to rig up a bracket to hold it in place, you can't just let it hang. Here's the bracket I made out of what came with mine:
http://i6.photobucket.com/albums/y24...0253Medium.jpg
http://i6.photobucket.com/albums/y24...0252Medium.jpg