There is a MIL sensor (O2 sensor simulator) that you can get but you'll be disabling the EEC's adaptive abilities if you use them. It's basically just a small resistor pack. They're hit or miss for actually working and not throwing codes.
I take it that your new set of brand X headers doesn't have the bungs for them or something? If so... I'd recommend having the bungs installed.... it's cheap. You can order the bungs from Summit and any muffler ship can put em in for you.