Ok, I had the same problem. I got the cheap OBX header from eBay for my '97 SE-R. I ended up having to order the bung hole screw in, or whatever it was called until I could install a new EGR system since to remove the old, rusted OEM header I had to basically cut the old EGR thing off.. then I got the EVAP canister code coming up as well. Did you make sure the EGR system was installed properly, and the top side of it (if you follow the EGR tube towards the firewall) is all tightened down? (there are some screws)
now this was last summer and I'm trying to remember what eventually happened, I think once I installed the new EGR tube and such the code went away. I cant remember if it did on it's own or I reset the ECU a few times. I also got the 02 sensor codes too.