Correct...you need MIL Eliminators
"or Malfunction Indicator Light Eliminators, are electronic devices that prevent your "Check Engine" or "Service Engine Soon" light from coming on when an offroad H or X pipe is installed on a late-model vehicle with OBD- II emissions systems. If you install an Offroad H or X pipe on your car without MIL Eliminators, your "Check Engine" or Service Engine Soon" will always be on, and you won't have the opportunity of being alerted if something more serious is wrong with your vehicle." from a web page I found.
You can make them yourself with radio shack parts for 8 bucks......
http://www.zx2racing.com/mods/mods_mil.htmOr buy them for $30 here
http://www.mileliminators.com/