This is what Nick is referring to.....
The circled area is where on stock Grand Prix's the U Bend is located. Mine obviously was removed a 3" pipe was added in it's place. The purpose of the U Bend Delete is to allow gases from your exhaust to escape faster from the manifolds and out to your catback and out of your car. It allows for better performance in any Grand Prix basically.
Most shops will charge anywhere from $50 to 100 depending oh how nice you ask you themIts money well worth spent too!
I hope that helps to give you a better visual of the U Bend Delete.