p0137 is your bank 1 sensor 2 o2 sensor. It monitors the state of the cat ( i think ). Since you got a catless downpipe, the ECU is reading abnormal values from the 2nd sensor. You can get an adapter that will help with the engine light by moving the 2nd o2 sensor further away from the exhaust stream (called an 02 sensor spacer i believe).
Did you get a tune for the new dowpipe? I think you will run into trouble if you don't tune the engine for the added exhaust flow. I would wait for someone to confirm with this but I am pretty sure its very very bad to run catless without a tune. I also heard the gen2 is super sensitive to small mods and a tune is highly recommended.