If you plan on running a cat-less off-road downpipe or cat-less headers you'll either need to reprogram your PCM to remove the catalyst inefficiency code or you'll need to run one of these neat little devices.  Your car is equipped with a rear oxygen sensor that determines whether your catalytic converter is operating within it's acceptable tolerances.  This presents an obvious problem on a modified vehicle.

Plug this little guy into your rear o2 port and that's it.  Your PCM is fooled into thinking the cat is operating efficiently, even if it's not there. 

Please note: This is an offroad only accessory and is illegal to install on any street operated vehicle.

Also of note: While this will fit 2004+ Grand Prixs, it most likely will not eliminate the code.