Edit: Disregard my advice in this post! See 2010AveoLT's post below for accurate information
The 09 Aveo seems to be especially sensitive to any kind of "aftermarket" O2 sensor (even though I think they are made by the same people) since their heater resistance may not exactly match the OEM spec. Unless you try another and luck out with one, I would suggest getting the "official" AC Delco for O2 sensors.
I would try reaching out to RockAuto and see if they'll let you pay the price difference and exchange it.