The header instructions indicate that you can merely push it aside, but we strongly recommend completely removing it. Trust us, in the long run it's easier. Drain the oil and remove the filter. The filter will interfere with the passenger-side header. Remove these bolts so you can lift the engine.
Collectors come apart nicely enough.
Unbolt the header collectors from the exhaust pipes. Remove the passenger-side header. It should come out fairly easily, once you get all the header bolts loose. You'll need to slip it out from underneath. Move to the driver-side and undo all the electrical wiring to the starter.