If you run an aftermarket header yo will need to do 1 of 2 things in order to pass emissions:
1. Install an o2 simulator
2. Install an o2 fouler
The install is pretty straight foward. You will need to loosen the y-pipe from the header and remove the o2 sensors. You can replace the midpipe with an aftermarket one like the Megan unit. If you are considering it you may as well do it all at one time including a catback exhaust.
You can also purchase a Dezod Green header or Magnaflow header if you want aftermarket catalytic converters installed instead of the sim or fouler.