Use NeverSieze as JRichker suggests - on all the header/exhaust related bolts. Take your time especially during the fitment of the header itself - be sure that all the bolts go right in and you can do the initial tightening by hand. If you find you're having to force bolts through the holes to get them started, or pry on the header to get them to line up, put your stock ones back on, sell the Macs again, and buy a better quality header (I think FRPP is the best value). Don't know what your other mods are - but I wouldn't expect miracles with the shorties. Unless the engine's making more than about 270-280 HP, the stock manifolds aren't a restriction even though they look pinched. I dyno'd before and after with a very mild build, and there was no change with the shorties - well, we actually lost a HP or 2.
Exhaust manifold, headers -- it's a distinction without a difference. The term 'manifold' came from the days past when most cars had very poor flowing cast iron devices installed by the factory for allowing the exhaust to exit the head and get into the rest of the exhaust system. 'Headers' were generally mild steel tubular affairs, and so exhaust manifold came to refer to the bulky cast iron things, and headers came to refer to the tubular things. Well, the stock HO 'exhaust manifolds' aren't cast iron, and they are tubular, but they came that way from the factory - so which term would you like to use? Again - a distinction without a difference in my mind.