I've got the same problem. My entire secondary from the Flex-pipe back is rusted, and the rest is also rusting a bit as well. Granted, I've had the header for over a year, but the rust started to form only a few months after I had the header installed (October of 1999, I think.)
I may just use high-temp paint to cover it up (have to sand off the rust first... hmmm, I'm too lazy to do that); however I've heard (from the National Mailing List a while back) that you can send the header back to HotShot and get it re-coated.