Right, I've been at it this morning and still got problems. Got the new sensor and checked the connector and it looked alright. Got home, took the old one off and then found that it was the wrong one (after stupidly cutting the old cable and then losing it behind the engine).
I took it back to the shop where they had ordered me another one with the round ends. When they took it out of the box it turned out that it was the same. They then got on to Bosch who said that they were all square.
They then looked on the computer for a different type and there was a picture of a different make with the rounded ends on the connector so they went and picked it out and when they opened it, it had the square connector.
They phoned a local Vauxhall garage and they said they didn't know anything about it.
The only thing that I can think of now is to try and find the connector that I have pulled through into the engine and take it to them, or try to doctor the cable, which I can imagine will cause me more problems later.
Any ideas?