95 Mazda Protege check engine light comes on and then off
 

I just had the oxygen sensor replaced that's off thw exhaust pipe with the sensor hole already there. Once installed the check engine light went off. After 50 miles it came back on again. Have no clue why it came back on because that should have fixed the problem. Now it comes on for a couple of days and then back off again. The co see clearly said that sensor needed to be replaced, so why is my check engine light still coming on???

You will need to get another code check done. It could be a faulty 02 sensor, or another fault elsewhere.