Any mods ( that being adjustments to the car or fitting of non OEM parts ) you'll make will affect your warranty technically, but you'd have to find a very stiff dealer to void your warranty from an aftermarket exhaust...
After a while they loosen up and make a bit more of a grunt, nothing compared to what you'd probably get from an aftermarket exhaust, but if your only looking for a bit of a whine and noise, not a chavvy beanbox then personally I'd just leave it.
