OBD I is only on the 95 cars. 96+ use the OBD II system, like jetace mentioned. The reason this comes into play when making the mystery mod is that the OBD I cars have 2 oxygen sensors in the exhaust system, both of them being upstream of the pre-cats. The OBD II cars have 4 O2 sensors, the two upstream ones, and two sensors downstream of the pre-cats. Once you umm.. mod the cats, the second set of O2 sensors know something is up, and trip the check engine light (CEL). 95's don't have the second set of O2 sensors, so no CEL light gets tripped when you mod the cats.
Newer cars (96+)can get around the CEL by installing MIL eliminators, which are basicly resistors that change the signal that the second set of O2 sensors send from a bad one to a good one. There has been lots of info on the "Mystery Mod" and "MIL Eliminators".
I noticed a good gain by doing the mystery mod. Total cost was cheap (under $50 total) but labor was on the longer side. I'd call it a 10 hour job from pulling the manifolds, "modding" them, and then re-installing. If you can find an extra set of manifolds to mod from someone who has done a header install, I'd get those and mod them at your leisure, then just do the install when you have time. That's what I did. Good luck, and If you have questions, the Search function works well, but you'll have to look thru alot of post on this topic to distill the info needed.
