Gollum is 100% correct and obviously an individual in the know. As for the exhaust system: I have experienced gains both in performance and mpg by building free-flowing exhaust from the CAT out. You can see one of those exhaust systems at
http://fabmaster.pictiger.com/albums click on the "Honda HF to VX" album then go to page 5. It shows in there. Click the first picture and it will enlarge. Also, in the Gassavers
How to/DIY forum in the thread
CRX HF to VX Conversion is the written description of the exhaust.
I do not recommend putting a header on the VX. The alteration of the factory scavenging effect of that exhaust manifold may adversely affect mileage because larger exhaust ports may slow exhaust pulses on such a small engine and increase the chance for reversion (exhaust flowing backward.)