Well... You might not have to remove them totally, but you are going to want to loosen them to move them forward a bit to get more room. It is very tight in there, especially on the left side with the fan in the way.
Something to watch for is the clearance between the new headers and the radiator/oil cooler. In stock form there is plenty of room, but on many aftermarket headers the bends are more gentle making the headers very close (or touching) the radiator. You might have to extend the brackets between the engine and radiators near the center. I had to move mine forward at least an inch to make room for the Two Bros. exhaust.