If you still have the stock exhaust, there is no way to really put a straight pipe in without replacing the whole thing, becasue one pipe goes into the cat, then its 2 small pipes for most of the way under the car (becasue the designers forgot to leave room for an exhaust system, and thats the only way to get enough clearance). The best (and cheapest if you dont really have alot of tools) way to fix it is to buy a $90 magnaflow cat from here
Family Car - Auto Parts and Accessories Catalog - Alfa Romeo Milano Catalytic Converter - Alfa Romeo Milano and take it and have it welded on. To remove the cat and gut it you will at least need a large jack and some decent sized jack stands. I just walked outside and looked at mine, and I dont think removing the cat without it on a lift would be fun at all. You will be more likely to find a shop that will charge you $100 to weld in a $90 cat then one that will risk a $10k fine from the EPA for removing one, and if you dont have the tools, you would spend at least $200 getting the stuff you would need to remove the cat and gut it.