I installed an [exhaust/test pipe/cat] and now my "Check Engine" light is on? Is there a fix?

This is usually a 2G problem. For a good explanation of why it happens, read the comments at the bottom of this post, and Scott Evans' description of ODBII functions. So far the only "fixes" are to replace the missing oxygen sensor, or to try and create and electronic replica "sensor" that makes the ECU believe the original sensor is still in place. Since the OBDII software in the second generation ECU also does sensor diagnositics, creating a fake sensor can be a touch tricky. Information on how this might be accomplished can be found here courtesy of Blake Heisler.