Also keep in mind that if your insurance company find out that you've got an exhaust, they can reject your claims when you have an accident. So you hit someone, break their legs, they sue you, you go claim insurance to pay him, they reject you for driving a car you shouldn't have (increased power), you're in debt.
You'll most probably get away driving a car with an exhaust, but when/if you have an accident, you've got a lot to lose if the insurance company know what's going on.
I'm not trying to attack you in any way mate, just giving you an idea of what could happen. =]