Good luck with the MX mods. on a KDX. I spent BIG $$ on my 96 KDX 200 and never even got to the proformance of stock MX bike. The KDX is not a MXer, it is, however, an excellant and called (rightly so) the best woods bike ever.
The DG pipe is basic pipe. It will most likely run like a stock pipe. No much added proformance if any from DG pipe, imo.
If your going to race MX, save your money and instead of putting into the KDX sell it and buy an MX bike. If woods is your thrill, then you are in the right place to get mods. that will enhance the KDX and help you race it in the woods.
From one that has spent the time and money trying to make the KDX good on the track, decide what you are going to focus on MX or woods. If MX, get the right bike - and the KDX is not it.