I wanted to remove the front passenger seat headrest and install a headrest dvd player. I found thread on how to remove the headrest, do I need to worry about bringing it into the dealer to reprogram the computer or anything like that ??

 

well... you'll be stuck with an Airbag light on for the active restrain headrest. These head rest pops out if you get rear ended.
Going for roof DVD player might be a better option.