New Car, Faulty NOx Sensor

Last week I picked up a new Passat TDI (2013 leftover) and with 93 miles on it the check engine light came on. I brought it back to the dealer who informed me the NOx senor was bad and that I would need a new one. Is this a common problem and can I expect more issue with the car down the road?

On another note, the part won't be in until Wednesday and the dealer closest to where I live won't give me a loaner car since I didn't buy my car from them, adding insult to injury...

I wouldn't say it was very common, but there have been a few of them that have gone bad (check the Passat NMS forum). The cars seem to be very reliable so I wouldn't expect anything more.