My engine light on my Si has never came on before I installed headers.
So I was wondering if anyone has had the same thing happen to them?
Do the headers cause the Engine Light to come on and should I be concerned
or is it normal when you have headers on?

 

What type of headers? Did you get rid of the catalytic converter?

 

I've never installed headers, but I have read that most of the time you will get a CEL due to the O2 sensor or the Catalytic Converter.
Run a OBD2 scanner on it to be sure.

 

I put the Skunk2 Alpha headers, I mean the guy said after we put it on the engine light will come on.
But at the same time do you think it is good to drive with the engine light on? even though that is the
only reason.

 

Yeah, you'll be okay. It's because of a sensor or catalytic converter. Nothing is going to happen because of the light.

 

Once you get Flashpro you can disabled the 2nd o2 sensor and the check engine light will go away.

 

I'm not sure but if the Skunk2 Mega Power R header has provisions for the downstream O2 sensor, you can run a defouler and it will get rid of the CEL prior to flashpro.

I haven't actually inspected the full Skunk2 Megapower R exhaust on my car yet to know how it's set up as the car came with flashpro and all the mods accounted for when I bought it a last month.