You can definitely install it yourself with a sawzall + clamps. This is not as secure as a shop welding the parts in though. The last thing you'd want is the temp and vibration to cause your expensive exhaust to fall out at highway speeds.
Removing the factory resonator is probably the...
This is normal, the engine will warm up and the rpms will drop slightly. What a lot of folks might not know, with active exhaust the "quiet start" mode will still start the car with the exhaust valves fully open (aka track mode) before closing the valves a split second later. So you still get to...