u'll have to disconnect ur battery for about a few minutes (not sure how much but i'd say do it for an hour to be on the safe side) this will reset ur ECU. and then drive ur car around for atleast around 80 miles normally.

If ur CEL comes on when u install the header, this is the way to reset it. although it shouldn't come ON until u put a test pipe on.

So if ur' just putting a header and a down pipe, then ur CEL shouldn't come on. but if it does, then try what wrote above.