Headers are a very common term used by many so called professionals and i myself was unable to determine for some time wat is it........Here is the info
Headers are one of the easiest bolt-on accessories you can use to improve an engine's performance. The goal of headers is to make it easier for the engine to push exhaust gases out of the cylinders.
During the exhaust stroke, a good way for an engine to lose power is through back pressure. The exhaust valve opens at the beginning of the exhaust stroke, and then the piston pushes the exhaust gases out of the cylinder. If there is any amount of resistance that the piston has to push against to force the exhaust gases out, power is wasted. Using two exhaust valves rather than one improves the flow by making the hole that the exhaust gases travel through larger.
The idea behind an exhaust header is to eliminate the manifold's back pressure. Instead of a common manifold that all of the cylinders share, each cylinder gets its own exhaust pipe. These pipes come together in a larger pipe called the collector. The individual pipes are cut and bent so that each one is the same length as the others. By making them the same length, it guarantees that each cylinder's exhaust gases arrive in the collector spaced out equally so there is no back pressure generated by the cylinders sharing the collector.
(info taken from www.howstuffworks.com and edelbrock)