D-Max,
I didn't do anything special.
If I recall correctly I just sanded them with some 220 grit and then some 600 grit sand paper then painted then.
I pretty sure I srpayed 4 coats on mine but it's been quite awhile so I'm not 100% sure if it was 3 or 4.
Bill,
That was just what I heard from quite a few guys (online and at a few bike nights) that wrapped their pipes.
They all said that with the header warp their pipes ended up rusted all the way through in a few years.
Someone on this forum recently said his did the same thing after being wrapped but I don't remember who it was.
I'd think it is just due to the wrap absorbing water/condensation.
I have read that sanding and painting them with rustoleum before wrapping helps but that defeated the purpose of the wrap being used to hide defects IMO.
It was simpler to just paint them.
Here are some tips if you do decide to use header warp:
http://www.siliconeintakes.com/dsm-intercooler-piping/how-to-prevent-header-rust-p-559.html
I attached a better picture of my Supertrapp that I sanded and painted with that same paint.
I bought hem used and they had some surface rust on them but turned out looking almost as good as new.