a6? are you using a crx block?
the correct way to wire a 4-wire o2 is simple. 2 wires go to the ecu at the proper pin-outs, located in our reference section and 2 grounds.
that said, the 02 won't cause a lack of fuel pressure. hell, the car will run without one at all (albeit like crap).
what ecu are you using?
sounds like you are trying to run peak/hold injectors on a saturated ecu