I am a non-Muslim. I have interest in Islam. I am curious to know if a non-Muslim perform Muslim prayers, is it considered as Haram?
You're asking about prayer in Islam, to answer that you should know that prayer or 'Salah' in Islam is for Muslims only, so even if you prayed it exactly like Muslims do, it will not be accepted by Allah.
Though RASHOMON is correct, that intuitively salah is for Muslims only, there is no mention of that. But there is a logic. The correct reason of salah being invalid if performed by non-Muslim is that:
If you perform salah sincerely and want it to be valid, then the prerequisite is that you believe in Allah and his uniqueness and in Quran ( which leads into believing in its messenger, Muhammad) which automatically makes you a Muslim (i.e. no longer a non-Muslim)
Or, if you do salah for show only, that makes salah invalid as show-off is not accepted to Allah even for Muslims because whatever you do should be purely for sake of Allah (SWT).
But you can perform salah to know what it feels like to do it, or with your Muslim friends.
There is no problem but is not accepted by God. Because only those good deeds have reward that are done with obeying God and for God and leaving sins (being pious). But because God is merciful and does not want to owe anything to non-Muslims at judgement day pays the reward of non-Muslims at this world before their death by worldly rewards like money, car, garden, saving them or their family from accidents,...
And recite to them the story of Adam's two sons, in truth, when they both offered a sacrifice [to Allah], and it was accepted from one of them but was not accepted from the other. Said [the latter], "I will surely kill you." Said [the former], "Indeed, Allah only accepts from the pious. http://tanzil.net/#5:27
Not all Muslims are pious. those who does not accept Islam are not pious too.
Rules of Islam (Wajib, Halal and Haram) are for those who are already Muslims. If someone doesn't believe in Allah or His apostle or book or etc. it doesn't really make sense to say if by not wearing Hijab the person is committing a sin. However, it is always recommended that people behave like the believers, not to show-off or to make joke of them but to like to be one of them. Face will root deep into inside, God Willing.
However, specifically about Salah let me add some points. Salah is standing in front of Allah speaking with him, confessing in that we have chosen to yield in front of Him, and lots more. We will be permitted to be with Him during Salah only if we are cleaned. A Muslim only needs to take Wozu
for this sake (or to do Qusl), but a non-Muslim would also need to be cleaned from not believing in Allah and in his apostle, peace be upon him and his household. So a non-Muslim doing Salah is like a Muslim do it without Wozu or Qusl, like women do Salah while they are at their special monthly period of not being clean.
Basically I don't think any scholar will prevent you from talking with your God, however, this will not be really a Salah if you have not yet met its prerequisites. By the way, according to Qur'an Salah is a great reminder of Allah and reminding Allah will be always joyful, even if not having Wozu` or not being a Muslim.