too lean after CAI install???

I doubt the cai is your problem. Your lean condition more than likely came about due to the headers and bad egr. Is there anyway you can dyno it to get what your a/f is? Are you noticing any spark knocking coming from the engine? If you were lean enough to throw codes I would expect there to be some serious detonation going on. Was the egr connected back properly??? There should be no reason for it to work before hand then not work after your header install. By the way, did you install shorty or L/T's???

O2 SENSORS...did you forget to hook em up?

Code 33 - Insufficient EGR flow detected.
Look for vacuum leaks, cracked vacuum lines. Check to see if you have 5” of vacuum at the EGR vacuum connection at cruse RPM. Look for electrical signal at the vacuum regulator solenoid valve located on the rear of the passenger side wheel well. Using a test light across the electrical connector, it should flicker as the electrical signal flickers. Remember that the computer does not source any power, but provides the ground necessary to complete the circuit. That means one side of the circuit will always be hot, and the other side will go to ground or below 1 volt as the computer switches on that circuit.

Code 41 or 91 - O2 indicates system lean. Look for a vacuum leak or failing O2 sensor.
The computer sees a lean mixture signal coming from the O2 sensors and tries to compensate by adding more fuel.

Measuring the O2 sensor voltage at the computer will give you a good idea of how well they are working. The computer pins are 29 (LH O2 with a dark green/pink wire) and 43 (RH O2 with a dark blue/pink wire). Use the ground next to the computer to ground the voltmeter.
The O2 sensor ground is in the wiring harness for the fuel injection wiring. I grounded mine to one of the intake manifold bolts

"When the mixture is lean, the exhaust gas has oxygen, about the same amount as the ambient air. So the sensor will generate less than .4 volt. Remember lean = less voltage.

" When the mixture is rich, there's less oxygen in the exhaust than in the ambient air , so voltage is generated between the two sides of the tip. The voltage is greater than .6 volt. Remember rich = more voltage.

Here's a tip: the newer the sensor, the more the voltage changes, swinging from as low as 0.1 volt to as much as 0.9 volt. As an oxygen sensor ages, the voltage changes get smaller and slower - the voltage change lags behind the change in exhaust gas oxygen.

Because the oxygen sensor generates its own voltage, never apply voltage and never measure resistance of the sensor circuit. To measure voltage signals, use an analog voltmeter with a high input impedance, at least 10 megohms. Remember, a digital voltmeter will average a changing voltage."
Charles O. Probst, Ford fuel Injection & Electronic Engine control.

See the following website for some help from Tmoss (diagram designer) & Stang&2Birds (website host)

http://www.veryuseful.com/mustang/tech/engine/images/fuel-alt-links-ign-ac.gif

http://www.veryuseful.com/mustang/tech/engine/images/88-91eecPinout.gif

Look for a possible vacuum leak. You may have knocked loose a vacuum line. The stock plastic lines are very brittle and prone to cracking after long useage. Examine all the vacuum lines very carefully.

yup