This is a quote from JR's website FAQ :
Q: Do intake, header, and exhaust upgrades help the Supercharger? Back to Top
A: This is not easy to answer. on SOHC Civics, the addition of these items showed little gain. The stock components flow enough CFM that they don't seem to be a restriction. The intake might help the blower breath better and not have to 'suck' so hard to get air through the stock airbox. on DOHC applications the addition of an intake will allow the Supercharger to draw air in freely and make the power it should. We have found short intakes, such as our Jackson Racing line, to be better suited to the Supercharger than the long and skinny cold air intake style. Header and Exhaust both give nominal Hp increases. The Prelude is the exception. It will benefit from an Intake, Header, and Exhaust. Our Supercharged Prelude with Intake dyno'd at 212-215HP at the wheels (see dyno page). We added Header and Exhaust to our Prelude and HP increased to 234HP at the wheels (see dyno page).
If you are running more than our base 6psi system than intake, header, and exhaust will all be required for maximum power. Don't forget a cooler thermostat and cooler spark plugs to ensure safety and keep temps down allowing you to make good power.