Complete noob question

[05K20Z1]

First off, I apologize for the complete noob question. I have an 05 RSX Type S. I just got KPro version III, I can't install yet until I get the 02-04 primary O2 sensor I know this much. When I get the O2 sensor, should I swap the sensor and my KPro in at the same time? Meaning, if I install one or the other first it will not work, correct?

[Spunkster]

They must be done at the same time