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I was trying to install my headers this morning and I got stuck. Headers went on without a hitch. When I attempting to slide on the Xpipe, I could only get it to slide on about 1". I had it off and on about 10 times, WD40, checked for burs, etc. Seems to go one about that far and I can't get it any further forward. This setup has the Xpipe sliding over the headers, looks like it should be about a solid 2 1/2". Doesn't help that I am doing it on my back, but its what I got to work with.
Got the X pipe on, I had to loosen the headers except 1 bolt, and then it went together. Everything went ok after that except for an annoying rattle in one of the headers. If you bang on it, there is a metallic rattle coming from the inside. Almost as if you dropped a bolt down a tune. I shook the XXX out of it and nothing came out.
You sure it's in the header? Check clearance at the unibody rail, check around the steering lingkage, and around where the headers converge near the torque tube housing. Then check the little hanging-spring support mechanism in the trans tunnel. If you don't have the x-pipe tightened up all the way that spring/bracket might be loose enough to rattle, and project as if it's coming from the header.
Just for your own peace of mind, you're not alone. Slight header clearance issues is often a problem with a lot of the C6 aftermarket units. From the most expensive to the cheapest, highest quality to budget, none of them have a perfectly flawless record- and sometimes it's not the header, but slight asymmetry of the car they're going on.
Just take a few minutes to follow the primaries and watch for any close-spots.