Did you replace them with new stock headers?
Check first if you don't have an exhaust leak between the new headers and the engine. There should be no strong exhaust gases smell around them.
Did you reset the ECU after the exhaust manifolds have been changed? If not, the ECU's have to relearn your engine: Leave the drivers door open, make sure you got your radio code, switch off the main switch in the luggage compartment and leave it off during the night.
The day after, just follow these steps:
1. Switch on the main power switch and wait 30 seconds
2. Switch off everything like air con, radio, lights etc
3. Insert the key and switch on WITHOUT starting the car. You'll hear some noises which is normal. Wait 30 seconds
4. Start the engine and let it idling for at least 10 minutes, better 15 minutes. Do not make usage of the throttle or brakes and don't switch on anything else.
Your engine must have now relearned to run with your new exhaust headers
Let us know how it goes