What of this is the fuel injection pressure sensor?
 

I have that question i have a mazda cx7 2.3 turbo 2007 but my mechanic said that it will be neccesary replace that part but im not sure how looks like http://thumbs.ebaystatic.com/images/...olw/s-l225.jpg
This one?

http://thumbs.ebaystatic.com/images/...35L/s-l225.jpg
Or that one?
I need answer asap please
And also i need to know if it is recommended buy all the fuel rail than buy only the sensor

Where do both of those items fit?

Item 1 looks like the pressure regulator inside the fuel pump assembly I doubt this is available on its own. the Fuel pump & filter assembly should be replaced at 150,000kms.

There is a fuel pressure sensor on the fuel rail, I believe this is not replaceable on its own, you would need a complete fuel rail.