When I installed my headers ('03 Tracker, 4 cylinder) the made-in Australia caused some problems.
The exhaust manifold has a "pre-cat" built into it location of sensor #1, then there's the main cat, and justy afterwards, sensor #2. When I replaced the exhaust manifold with the headers, I lost the pre-cat, and the main cat would not be enough to burn up all the crap (and pass an emmissions test) so we had to axe the second cat and replace it with a high flow cat.
Even after drilling and tapping a new bung hole for one of the o2 sensors, I got a CEL code on the dashboard becuase the system did not recognize the new cat as operating within the same parameters as the two factory installed cats (or some bullshit like that).
Bottom line, the second o2 sensor is only there to make sure that you actually have a cat installed (nasty off road polluting sons of bitches sometimes remove/hollow out there cats) but you can trick the computer by installing a $20 " o2 Simulator " which will send the right (if phony) information to the computer rather than taking accurate readings. I bought mine at
http://www.o2simulator.com . Although your local muffler shop may from on the o2 simulator (and your dealership may simply refuse to install it, it will allow some aftermarket modifications (which may set off the CEL unjustifiably) while still allowing you to pass an emmissions test.
However, all that being said, why not just take the thing back to whoever installed the cat and get them to fix the problem. Maybe your second o2 sensor (just behind the 2nd cat, closest to the tailpipe) and replace it.
Good luck.