Biff,
I too have an 06 Ultra. The stage 1 is a download that changes the base map in your ECM. It is only good for stage 1 air filter and SE pipes. The popping you get is probably a "too lean condition" as the stock ECM can't adjust the fuel curve enough. The stoke ECM only has so much compensation and when you change pipes (the stock exhaust is way restrictive) to free flowing exhaust the fuel curve has to change. Also, when you install the stage 1 filter you will definitely need the stage 1 download or install a fuel injection module.
If you buy different pipes you will need to get a Power Commander, race tuner, DFO or any other fuel injection module. The after market modules take over from there. There are plus and minuses of the different brands. You will have to research and find out which one you want. If you go this route you will not need to get the stage 1 download
I have owned 3 different PC on 3 different bikes and never any problems.
There are more people on this forum who know way more than I so if I answered anything in error they should chime in
Hope this helped
Dino