No, you wouldn't neccesarily have to get a PCIII but if you plan on leaving it that way or getting an entirely new exhaust at some point I'd think you'll want to invest in one. I don't think you're going to like the performance loss running with just your headers like that and you probably won't like the look and sound as much as you think either. Only one way to find out though and it doesn't hurt anything to try so have fun.