When I got my exhaust for my '05 it was the same way. I loosened the header while mounting the HMF. I too figured I was missing some kind of spacer but I just improvised. Had some 1/2~5/8" thick rubber exhaust spacers on hand and put 2 of them in. I had to use the stock exhaust bolt, the one they sent was the wrong threads. I know your frustration, glad you got it!