The problem that you will encounter is the exhaust will be directly under your automatic when it crosses over. the collector on the header sits too far back to get the pipe to cross over where the stock exhaust runs.
Then you will run into the problems of mounting the cat and muffler. It will have to be a totally custom bent exhaust if you are mounting a header on the 4.2L. So look forward to dumping about $500 into it plus the cost of the header(depending on how much your shop charges for custom exhaust work). The reason that they refer to manual trannies is the fact that the case is much smaller, and you wont lose ground clearance with the pipe crosing over, plus the fact of having to drop your exhaust everytime you want to change the trans filter and fluid.
It is possible to get a set of shorty headers for the 4.2L but it will still lead to custom exhaust work. I guess it depends on what you are into and how much you want to spend. If it were me, i would look for a used exhaust manifold at a junk yard.