I had Jet hot Hooker Lt's put on about 2 weeks ago. Does the coating make a burning smell. I also have not cats on my true duals but I had not cat on my catback exhaust either so I know what that smells like.

 

Check to make sure your wires aren't burning against your headers.

 

make sure your water temp sensor wire is under not over your #1 primary...I left mine unhooked by accident once changing plugs and it melted the corrugated cover but the melted plastic wiped right of the header. Recently I had a WalMart plastic bag get sucked under my car on the road and it instantly melted to the passenger side collector...it's still not quite burnt off and nothing you can do till it does. I thought my car was melting till I crawled under and saw that. Make sure your #5 wire is not touching your header there, it's a real tight tolerance and I cooked one of my MSD's. Good luck hope this helps.

 

I also had a plastic bag get caught and melt to my catalytic convertor. It was on my old '90 Camaro RS Convertible.....It really stunk during the summer when I had the top down and would stop at a light; it smelt for about 5 monthes, even after I scraped most of it off with a putty knife.