I'm installing a Pace Setter header and I need some help

Hey guys, I have recently ordered a header from racer walsh and I was working on installing it and my O2 sensor will not fit correctly because the transmission gets in the way. Now, with a considerable amount of work, I could maybe get it to fit, but I want to know what will happen if I just plug the hole in the header, and forget about the sensor. Any help with this would be appreciated.
 
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