Oh yeah you gotta have that reprogrammed or new ones installed. And i dont even doubt your check engine light is on now. It shouldnt run that bad though for a bit it just has to account for the new fuel air ratio. Those are designed to recyvle unburnt exhaust gases back into the system via the egr valve but also burn the unburnt exhaust fuel by heating it up in the cat. Its the primary O2 sensors that fully affect the way the car behaves. I would get a flex pipe and some exhaust clamps and run it like that until you get it fixed the way you want.