O2 sensor question

I have a 98 Civic Ex, and my check engine light is on, code is 41, which is primary o2 sensor circuit. I already bought a new O2 plug, and was wondering, is it okay to cut and splice the O2 wire because i have a Greddy header. The header relocated the stock O2 sensor from the top of the header to the bottom of the header. I bought this header used so i never got the extension wire for the O2. So If i was to replace my O2 sensor, extend the wires, solder everything, would it work? Or should i buy a O2 wire extension, which DC and Greddy sells for $40?