Hmmm, well as far as ECM codes and check engine lights go read this for some better understanding
There is a section in there on how to clear the codes but you can also disconnect the battery for 5 min and the codes will be cleared. I would reconnect the O2 sensors, clear the fault code and see what happens.
As far as the rear light guards, are they the square kind? If so they may have been crushed or squeezed a little during shipping and may need to be tweked a little to fit over the rubber reflector. If that is not the case do you mind taking a pic and posting back?
A little off subject but I see your in the same area of the contry as me (I'm in NH). If you ever want to go out and hit some trails just drop me a PM.