Air fuel ratio guage

I was wondering for the o2 sensor wire in the guage which wire do you hook it up with in the ecu. I heard its the white one, but not really sure. can some one help?
okay, thanks wasn't sure about it and didn't wna't to hook it up the wrong way. Should i cut this wirre or splice it. Some people said that you shouldn't cut the wire and just splice it is this true?
just splice into it. there are special plastic "splicers" (for lack of a better name) that will do this for you that you can get from home depot or radio shack