uncle pony, I thought the comment you made was an ignorant one, and I actually revised my reply several times because I didnt want to say what I actually thought of that statement.
O2 sensors have a limited service life, and chances are that since its siezed in his exhaust manifold and cannot be removed, it probably has never been replaced.
he would probably see an improvement in fuel economy and emissions by replacing the part. There was a legitimate thought process to why I was reccomending its replacement.
the fact is, he's not very skilled at descibing his problem (you guys seem to be shooting in the dark as to what it might be), and therefore, its hard to help. if we got pictures of what he thought the problem was, a definitive answer could be given as to what needs to be done to remedy the problem.
honestly, it sounds like he didnt bolt it together properly if he's getting all of this clanking/rattling, etc. I dont know him, so I cant tell you whether or not he knows what he's doing.
this header may not bolt up to the stock exhaust, pictures would really let us in on whats going on.
I dont know what kind of header he has, so I cant go look up the details for him. Im going to guess that he has an automatic transmission because of the phrase "whenever my car changes gear"
I dont know anyone with a fast civic, though I saw one at the track that knocked my socks off, he pulled an 12 second run on street tires.
and I've got a friend with an integra that has a best run of 11.7 at the track (on slicks) it will probably beat any car you own that cant run under 12 seconds in the 1/4 mile.

but, of course, if your car's faster, its faster, I dont care if it was made in your back yard, or in your garage, in japan, or made in space to ensure that the welds were perfect.
and as for the exhaust not needing backpressure, some people will take that to mean run the biggest diameter exhaust they can fit. you want the smallest diameter tubing with mandrel bends and non-restrictive mufflers that you can run that wont choke your horsepower in the upper RPM range.
I pointed the guy to honda-tech because there are alot of other things that he can learn on the website. although there is alot to sort through, you can pick up some good information there.
I wasnt trying to start a pissing contest with my reply, I just dont think that statements like that one in particular are doing anybody any good.