Interesting that you had to remove the connecting pipes. I was able to do this without that, though it was tough, especially when you're doing it by yourself. I did raise both pipes into place at the same time, its a lot easier to get them into position that way but its really hard to get to the next step as you end up needing 3 hands.
I'd say the worst part about it were the O2s. I couldn't get them off the stock headers so I disconnected them from the wiring harness and took the headers to a shop which removed them for free. Unfortunately, no matter how hard I tried, I couldn't get the wiring back the way it was. So now everything's just bunched up inside the harness
On a side note for anyone that's curious, the AA headers come with all the bungs.