1. Buy some PB Blaster or WD40.
2. Generously spray where the stock header connects to the catalytic converter.
3. Generously spray the head bolts securing the stock header to the head once the heat shield has been removed.
4. Go have a beer or two.
5. Wipe down where you sprayed.
6. Undo the bolts securing the stock header to the cat. Save your gaskets.
7. Undo the bolts securing the stock header to the head. With some fanagaling it will drop out through the bottom.
8. Install the new header in reverse order. Remember your gaskets. Exhaust manifold and donut that is.

As for the exhaust. Same steps as 1-4. Drop the old exhaust and bolt in the new one. Remember your gaskets.

Your one pitfall is going to be pesky bolts/nuts. Have patience, use leverage where needed, and use the right sockets with no strip wounds.