Yes, you have the headers we believe were only used in early 2005 or late 2004 on some cars, perhaps early rendition of PZEV? There aren't many cars with this setup around afaik and I don't think you can run any of the aftermarket headers out of the box.
The RalliSport piece won't bolt up either.
I'm not sure, but you might be able to run the borla replica header you have plus a 2.5RS catted midpipe, like the Stromung or RalliSport midpipes:
http://rallisportracing.com/images/100_0787.jpg
It would be best to get ahold of someone with the standard '05 catted midpipe to see if it'll work on your car before purchasing one. Not sure what you'd need to do for O2 sensors and the like etc.
No simple solution basically...