Ok after more driving I found out that the noise is primarily emitted when I press the gas. It sounds as if a raspy sound is coming out from the engine. I can be either in Drive or Neutral and I will hear the sound. Do you guys think that it could be the header? I am narrowing it down to this possibility. Maybe the shop I had it installed at didn't do a good job. I think I will end up getting a DC Sport Ceramic 4-2-1 header very soon.

But please tell me what you guys think and if it's normal to have that raspy/hissing sound coming from the header when accelerating.