edit: For the performance review scroll down to post 14, and another one at post 18.
I got my HP top portion header in the mail today
EX Only
DIY Installation
Make sure the header is cool to the touch before you begin.
1. Remove the heat shield:
It's pretty straight forward. Sorry I don't have any pics, so I'll use the diagram above. Remove the three bolts that hold on the heat shield. These are both number 4's and number 5. The two 4's were easy, but 5 was a freaking bitch. Even using a long socket we still managed to pretty much round it off. It's also pretty hard to get to. We had to drive my car to a car place and ask them what they would do. A guy came out to take a look at it and tried a few different wrenches, none of which worked. Then he busted out the blow torch which I guess took off some of the rust, or made it expand, or something, but then he managed to loosen it and we drove back home and took it out and then removed the heat shield.
2. Remove the stock header:
After that take out the 5 bolts that are on the top of the header connecting it to the engine. The only one that should pose any difficulty is the right-most one, because it's a bit difficult to get to. You will need a 6" extension to reach it most likely. Loosen all 5 of those bolts, but don't take them all the way out yet.
Now you need to work on the bottom bolts. There are two. You must remove them
from the bottom. They've got springs so they're kinda weird to work with. You will hear them creaking more than a normal bolt would. We didn't use jackstands or anything which makes it kind of a pain to get under the car at the right angle. I recommend having a friend helping you from above to make sure you've got the socket wrench squarely on the bolt. If you have access to a lift it will be easy to get these out, but since we didn't, it took longer than it should have. Before you completely pull them out, make sure you have something set up to support the exhaust pipe because you don't want it to fall onto the floor. With the exhaust pipe supported, take out the bottom two bolts. Now go back to the top 5 and take those out. Save them. Remove the header carefully to make sure you don't damage the gasket (part number 2).
3. Installing the HP header:
Before you install it, hook up a shop vac or something and blow it out. This ensures that it's clear. You don't want to have a packaging peanut or something hiding in the tube when you start up your car.
Pretty much just do the reverse of what you did to remove the stock one. You won't be using the heat shield so you don't have to worry about that. Make sure the gasket is in place. Attach the top 5 bolts first, and then the bottom two. Remember to tighten the top 5 a little bit at a time so that none of them gets too tight before the others. Once the top 5 are tightened, do the same for the bottom two. Again, if you don't have a lift you might want a friend to help provide a second set of eyes from above.
The torque specs (I think) are 23 ft/lbs for the top 5 bolts and 17 ft/lbs for the bottom two. If you don't have a lift, you might have to use a mirror to help you see the gauge on the torque wrench for the bottom bolts (depending on where your gauge is on your model of torque wrench).
Once you get it installed, do the typical ECU reset. Disconnect the negative terminal of the battery for 10 minutes (make sure you have the code to reset your radio). Reconnect it. Start the car and let it idle for 10-15 minutes. During this idle time, you might want to check under the hood for exhaust leaks. If you're going to touch anything, do it quickly as the header heats up very fast. After 10-15 minutes, go for a test drive.
Here are some pictures comparing the HP header with the stock header.
Top view:
HP Header installed (pics) EX DIY updated AGAIN with performance review 
