When you removed the downpipe, you removed the o2 sensor embedded in it in the process without knowing it. You should have known this before you decided to install a race header. You should have had to unplugg the o2 sensor from the downpipe to disconnect it at all anyway, so theres your first clue. If you did install the o2 sensor back on, which you may not be able to with a race header (i do not know for a fact), you will probably still get a code because of the absence of the cat. Not to mention, pulling off your cat, regardless of whether you have a race header or just a test pipe will probably throw a code because you will be under emissions standards.