i wish i could give you some input, but as of yet, this is still on my wish list.
glad to see you went with long tubes instead of the shorty's.
If you have a tuner, you might be able to contact the manf. and see if they do custom tunes, as you would get the most out of the headers with a tune. cant tell you the $$ for a custom tune except for diablo tuners.besides the cost of the actual tuner, there is a guy is who/ isnt affiliated with diablo who does custom tunes. costs about 150ish.
http://www.dslogredux.com/DiabLew_Tune/ if you want to read up more about it.
another company that iirc actually programs your ECM is Nelson performance.
http://nelsonperformance.com/
highly recommended, and respected. unless your willing to be out of your H2 for a few days while they program it, then you will need to fork out $$$ for another PCM which i have seen cost from $250 to 500.
if you have a dyno shop around that can do AWD vehicles.. they should be able to program as well.. costs about $300 to $500.
i dont think you would run in to any issues keeping the OEM muffler and pipes except....
you might/will have to have a custom Y pipe made to connect the OBX to the OEM. i would recommend not welding if you dont have to just in case you need to change out the muffler later.
now that i think about it.. another issue you may run in to is that the OEM pipes cant get the exhaust out fast enough and it builds back pressure. the OBX might put out more exhaust and the OEM being just one pipe might not be able to keep up. i doubt this situation would really effect you, but something that my one retarded braincell brought up as i typed this.
if you are doing this yourself, please take some pics or do a brief write up. this seems straight forward to me, but i would be more interested in the tricky or the PITA parts of the install more.