If you are buying a header from/for an escort and plan to put it on the focus you will FIRST need to buy one from/for a 86-90 Escort GT. The newer escort (ZX2) started to come with the Zetec, those will not fit. Second you will need to either have a EGR flange added to the header or get a tune to cancel the EGR system then remove and block the stock EGR ports all together. Cheapest rout to go would get a EGR flange welded on, now the FINAL step will be to cut the flange FROM your cat that goes to the flex and weld it to the end of the header to make it bolt to the flex pipe.
Thats quoted from the "goodies list" thread which can be found below.
Goodies list *UPDATED* 4-25-07
Read up in there it will give you a basic run down of almost the entire SPI performance options.