I did exhaust work to two previous cars.
One was early last year on a2001 Subaru WRX Impreza which is my current ride,and the other was a 1996 HSV Holden Senator. Both systems were installed by LiverpoolExhaust.
I checked with the two seperatedealerships on both times before I did the undercarridge work. They both told me if the work was done after the catalytic converter (which basically means the muffler and extension pipe and tip), then the warranty would not be effected. They said work done before the cat (cat, headers, muffleretc)effects emission levels set by the factorywhich meetAustralian standards. They both said exactly the same things, so I'm thinking there may be some standard rule that applies across the board. I'm guessing though.
Of course this was a Subaru and Holden. I don't know what model you're refering to so if you decide to do so, check with your manufacturer.
Tip: I checked with the dealership owner on both occasions and got it in writing from the Manager. Take note.