You would not be able to simply switch the header collector to a 2.25 inch collector. If you were going to do that, you might as well get a much less expensive header that already has a 2.25 inch collector, as you will completely screw up the flow characteristics by welding on a different flange, not to mention, that's not something that can easily be done, correctly at least.
Aside from that, why would you modify your header to keep your stock cat intact, get a test pipe...to keep your stock cat would be dumb any way, you'll have a 2.5 inch collector on a very free flowing header connected to a 2 inch cat, what point would that be, you'll defeat the purpose of the header, or at the very least minimize it's power potential. Either that, or if you want a cat, get a high flow cat like a random technologies cat or something, that has the option of a 2.5 flange. If you need to take something in to the dealership, more than likely they won't say anything about a header, unless it's directly related, but if you're really paranoid, you can just pull the header and either test pipe, or high flow cat off, and put your stock stuff back on.
Well, what ever you decide, good luck with it.
Later,
Aj