Is your engine a 3 plug ? If it is, the second lambda that goes into the cat pipe should have a sleeve on it, check to see if it does, If it doesn't it could be that. It sends a signal to the ecu for the emissions, as far as far as I kbow you can run the car fine with this issue, but don't quote me on it. My old vts used to do it as i put a decat pipe on and the 2nd lambda didn't have a sleeve, so I brought a sleeve, put it on and it fixed it.
If it runs fine this could be the problem especially if you have just had a new system.
Hope this helps a little.