take off your exhaust that backs up to the header... but on a stock focus there is no reason why you should want to do that.
1. as it is very,very loud
2. your engine is designed to have back pressure from exhaust gasses as they exit the car. If there isn't any back pressure, you could do some serious damage to your car very quickly, (correct me if im wrong but, you could burn up your pistons and rings, and destroy other internal parts)
at least on these forums, that is very frowned upon, just search exhaust or anything related to that word on here, and you will get (what seems like) thousands of results discussing good setups that will give you a very clean and refined looking and sounding exhaust system....
Your motor needs backpressure or you will burn up your valves. However, if you are running your cat still, there should be enough back pressure from that. However, as stated above, its going to sound like  and you will get pulled over.
One, it's a header, singular.
Two, it's Federally illegal. EPA stipulates that you must have all factory emissions equipment on a vehicle that you drive on public roadways.
Three, it's loud as hell and very annoying to other motorists if not to you also.
Four, the afore mentioned backpressure issues and associated burnt exhaust valves.
Five, there is no measurable power gains vs a well designed exhaust.
OK, just to clarify: You will NOT burn up valves, rings, pistons, gum up valves, or any of that other nonsense. To say that will happen is a flat out lie. You can run an open HEAD (I mean just the head!) if you so desire, with no ill effect. Also, an engine doesn't need backpressure. It's the lack of scavenging that hurts your low end torque.
With that out of the way; Your car will sound horrible and be obnoxiously loud. If that's how you like it, then by all means do what you want! As previously stated, though, it's illegal. Run at your own risk.