Dan,
You asked about the legality of running MSDS headers... I read the rulebook last night, and saw the section you mention with regards to the cat. However, a few sentences after that there was a section that stated that modifying any part of the emissions systems was not allowed. Seeing as how the MSDS headers delete the pre-cats (IIRC, and correct me if I am wrong), I think that that constitutes a break from the rules.
I do agree with TLP...I don't think that the headers will do you all that much good anyway, as you rarely get out of second gear.