Carlos, I hooked mine up to a cigarette lighter plug with an internal fuse. I do a temporary install, I have a plug in the bung now, at the point where both tubes converge.
The plugs are available at any auto store, no need to get one from CB, all O2 sensors have the same thread(18mm).
A diode is not a type of resistor. A diode is a one-way electrical valve. There is 1.7 volts of voltage drop across the diode, as it is a SEMI-conductor. But yes, it is there as a wrong-polarity safety device. It isn't necessary if you wire it right. Which is kind-of stupid that they put the fuse on the ground wire, that could confuse people.