headers done... have a few questions to ask...

I just got everything up and running. I don't know if it's because im running my headers with no cats, no resonators, and the x-pipe.....but the car see to make a whining noise when you rev the car and when the car starts to drop from a high rpm? I have no engine lights or warning of any sort.I was getting a really horrible loud noise yesterday and it was one of the spark plugs that came off the car. I also had a exhaust leak but, heavymetals gasket sealed that puppy up.
Hopefully there wasn't any damage because the spark plug was hanging by the spark plug wire.
-Gilbert