So far to date there is no direct bolt on header for the Zetec Contour. Hector has a Kamakazee header from a ZX2 with a modified downpipe to match up to the Zetec exhaust routing. Kinda costly.
Focus exhausts route differently under the cars than ours, a huge pain in the butt to get to work. The Cat convertor on our cars have a different flange connecting them to the exhaust manifold than the Focus so the JBA header you see on Ebay all the time will not work without modification either.
A Super Chip
may eliminate your speed limiter. There are a few of us here with chips that still bump bump at or around 112mph.
I'd start off with an intake as stated earlier from
http://www.ctamotorsports.com Then go for exhaust mods. 2.25 inch piping seems ideal for the Zetec, I'm running a used SVT Contour exhaust with dual exits on mine and couldnt be happier.
Check out the Zetec sections here on CEG for some more info.
If you need any other info shoot me a PM, I'll help you out as much as I can....
Steve