Idle speed is set by the engine control computer, if yours is too low it has to be caused by an outside source, check for air flow, air flow sensors, throttle position sensors, or a dirty throttle body.
You can not reset your oxygen sensors. You can only replace them. To reset the check engine light you will have to get that done by a repair shop with a computor. If replacing the sensors does not repair the problem then check for a vacuum leak.