Ouch! I don't know what to tell you. If it was full right, it would cover the header completely. Maybe they sent you the wrong header? I think Craig Selvey has those on his car, he might be able to show you some pics of how his fit. I think his were a little tight, but not that tight!
I had them on a power steering car. I would think a good muffler shop can bend you something up to get around it.
People have been telling me to talk to you Craig. Do you have any pictures of your from under the car?
I think I have a thread up here somewhere that has all the pictures and info. I had to slightly alter the collector...but it would not be required in my opinion. Let me know if you can't find the thread.