Not knowing the exact system you have I'll try.

You may have up to 3 - O2 sensors on your exhaust. The book on my 01
4.7 showed 3, but I only had 2. Anyway, since they are easily replaced
I would change the one that is just foward of the Cat converter. If I
am wrong, move it to the other side.

Hank

go by auto zone get them to read the codes. come back and post code numbers
here. if its OBDII like I'm thinking it should be on a 96 the code should be
P followed by a 4 digit number. like P0301. maybe your mechanic has already
told you this code number, the code number should tell witch sensor is
causing the fault.

That has nothing to do with the O2 sensors.  The O2 sensors aren't used on
initial startup.  The PCM is operating in something called 'open-loop'
mode - fuel amounts are determined by a set of pre-determined fuel maps in
the PCM.  It's only when the engine warms up that the PCM enters
'closed-loop' mode, and modulates fueling based on O2 sensor feedback.

Your symptom of having to stay on the gas to keep the engine running during
start-up is indicative of a problem with the IAC (idle air control) motor,
which could be because of a bad IAC itself, or could be the cause of a bad
battery (not supplying enough voltage to the PCM, causing all sorts of
problems due to invalid sensor readings).

First, have the battery load-tested, and replace it if it shows any signs of
not holding a full charge.  If that checks out, remove the IAC from the
throttle body, give it good cleaning with TB or carb cleaner, re-connect it
to the electrical connector while still out of the TB, and turn on the
ignition.  The IAC pintle should cycle in and out freely and smoothly.  If
it doesn't, replace the sensor.