> looks like thay gave me the wronge one.....
That may explain a lot.
> is it good to do both at the same time, or is it no big deal?
The upstream and downstream serve different purposes. The upstream one is used by the computer to adjust engine operating parameters, such as fuel mixture. The downstream one is only there as part of the emissions system to determine if the catalytic converter is still functioning, e.g., the downstream sensor will not affect engine operation, but will prevent you from passing emissions testing.
That said, my guess is that the design and operating conditions are different enough that, unlike light bulbs, their lives may not be similar.
It depends on how tight your money is, and how much you prefer to have preventative actions at your convenience, vs. getting the max life out of a component. I myself would probably replace them both at once, particularly since the upstream one can hurt fuel mileage if it is declining in function, but not yet enough to trigger a CEL.
But, as I say, it all depends how important $40 is to you at the moment.