weird sound after header install???

If it sounds like pst-pst-pst, then it's likely a header gasket leak or even a leak where your exhaust bolts to the headers or h-pipe crossover joint. If it's a gasket leak you'll hear it all the time, even after the car is warmed-up. If it's a leak at the header/exhuast joint, then it will most likely go away once the car is warmed-up. However one thing to consider is headers do sound differently then the stock manifolds so be sure there really is a leak. I would recommend going out to the car after it has sat all night and start it up, lift the hood and take a good listen to see if you can hear where it's coming from. Or, take it back to the place that did the install and tell them you have a leak.

+1 on the exhaust leak

+2 on exhaust leak

+3 on the leak. Thin wall "toobular" headers sound great, but if you have a leak anything sounds like crap. Take it back to the shop. I'll bet they left out a bolt that was hard to get to.