Rob,
This is a very serious error code and I will really advise against running the car until you get it resolved. The car only uses its O2 sensors in closed-loop mode ("normal", non-aggressive driving), and it is constantly seeking stoichiometric (14.7:1). The ECU has a very reasonable amount of "play" that it can make with injector pulse duration in order to achieve stoichiometric under just about any weather/condition. When the ECU believes that the engine is running lean, it begins to lengthen injector pulses to richen the mixture up to stoichiometric. On your car, the ECU reaches it's limitation of adjustability before stoichiometric is achieved and you get the error code.
The addition of headers and other exhaust modifications will cause the engine to run leaner - but these changes are well within what the ECU can adjust on it's own.
Are you sure you're not getting a catalyst efficiency error code? From your description, you've removed the catalytic converters (no provision for cats with the long tube headers) and if you have not made mods to the ECU you will for sure get a check engine light for poor catalyst efficiency.
If you can provide the exact error code number, we might be able to nail this down one way or the other.
