could any body tell me the advantage off water cooled header and tuned pipe also why
do some people use the return water line to inject water into pipe?

I use the the outlet from cooling the head to cool the exaust flange, and the out let from the exaust flange to cool the pipe itself. It tempers the water by doing this. By injecting water into your exaust you lower temps in the hull and it provides a little mind you very little noise reduction. Beside that it looks cool and gives some what a scale look.

The main reason to cool the pipe externally is to get the o-rings to last more than one heat. Injecting water into the stinger muffler lowers the noise level. Injecting water into the header cools the exhaust gas, lowering the speed of sound and "lengthening" the pipe. This is a very simple way to widen the peak power band. See the CMB article for dyno graphs of this effect.

Lohring Miller