You have a few options:
If you remove only the exup CABLES (but leave the servo box in place and connected) it won't throw a check engine light (as least, not right away), but because the servo motor is now going to be moving from limit to limit with no resistance, eventually it'll get stuck and your bike will throw an EXUP code 18. Sometimes it'll last months, sometimes years.
If you want to remove the servo box completely (MUCH cleaner look for your R6), I can flash your ECU to just disable the EXUP error code (free of charge), or you can pick up a servo eliminator from
http://www.mikeymoto.ca/#!exhaust-servo-removal-module/c20wi and that'll take the place of your servo box and trick the computer into thinking the EXUP is still hooked up and working properly. You can also build a servo eliminator for less than $10 worth of parts:
http://www.r6-forum.com/forums/showthread.php?p=2404172#post2404172
I have lots of the parts to build the eliminator, you can have the parts for $2 or if you give me your servo box (so I can salvage the connector) I'll build you one for $10.
-Jamie M.