Alrighty, simma down now. The factory pre-cat is that coffee can looking hunk of metal held in place with five bolts directly underneath the exhaust manifold. It lights off quick and is there primarily to help with cold start emissions ... there is no pre-cat on the OBX. Not all headers are illegal, If the manufacturer goes through the trouble of getting their product CARB approved (California Air Resource Board) and prove with objective data that their header does not alter the performance of the factory exhaust (pollution wise) they will get a CARB # and will provide a plaque or sticker with there header to place under your hood for the visual part of emissions testing. If it flies in Cali, most states allow these certified products for use on your ride as well. The problem is that this approval process is cost prohibitive for most outfits. Wagner's shorty header that retains the pre-cat likely does not pollute any more than the stock exhaust manifold, but he never had it CARB approved (and never will now that his shop is out of business) so guess what ... Illegal as well. To date, there are no Protege headers that have been certified, and with these cars already three years out of production ... highly unlikely. As far as the OBX being "CARB Exempt", it's because they market their header as an "off-road / race only" part

therefore exempt for the need of CARB approval. At any rate, deleting the pre-cat with the OBX and running a high flow cat in the mid-pipe will net you some noticeable gains. You should be able to sleep well at night knowing you are only polluting fractionally more from a cold start ... but you are still on the other side of the law ... Rebels.
*Edit - Image added from my grocery gitter ...